Absolutely! The whole progress of going from zero to hero, not only in terms of story but especially in terms of gameplay is what I cherish most about those games. The Metroid series, 2D and 3D, (which as a result is one of my favorite game series of all time) does this extremely well, you start really weak and can even die to snail like animals and the like but over the course of your adventure you gain not only more powerful weapons and hitpoints but especially game(play) changing abilities. Even when you can fly and kill almost anything you touch at the end of a game the developers still manage to make it challenging.