Adventure of Link is fantastic as a sequel. I love how the threat is directly related from Link's actions and victory in the first game, as well as what he stands to gain being related to his former accomplishments too. The gameplay feels very focused on him as a character with the levelling up and learning spells and sword techniques and having already been through one big adventure with this particular Link growing along with him in this way is extra satisfying.
I'm only at the beginning of Majora's Mask, but I've always thought of that as specifically being a good sequel. It builds off of things from OoT but in a new and interesting way, gameplay-wise and story-wise. The odd atmosphere and the unusual things the game does works especially well in relation to the base of sorts that OoT formed for it.
Going from the first The Sims to The Sims 2 was absolutely mindblowing when it came out. Also, it seems the developers paid close attention to how most people played the first game. That one was more challenging, more of a strategy game, whereas The Sims 2 allows for more focus on the sims as characters, family dynamics, relationship drama and those sorts of things I believe most players want from a sims game, along with better building tools.