Depends on the game. Final Fantasy is definitely story, because, truth be told, the battle systems in most FF games are too slow for my tastes.

There have been games with bad stories and game play that I have found too good to leave just because of the bad story. Case in point: The Last Remnant; terrible characters, bad story over all imo, but the battle system got me and I played to the end.

The best game I've played in terms of story and game play has to be God of War, specifically GoW2 (my fav). Epic story and great game play.