You really can't compare Zelda and Gears of War. One is an action RPG and the other is a stright up shooter. It's as pointless as comparing Final Fantasy XII and Madden 07.
Graphically speaking though, Zelda looks like it is from the 90's. About average for a GameCube game. Gears of War is the best looking game I've ever seen (except maybe for Motor Storm).
Gameplay wise, I am more of an action RPG type of a guy, so I am enjoying Zelda a bit more but it's just my personal preference.
Saying Xbox 360 = FPS is like saying Wii = gimmicky games.
If Nintendo DS is any indication, Wii will see 4 variations of Nintendogs, 2 versions of Pokemon games, 10 variations of Brain Age & Brain Academy type of games, Yoshi's Island'ish draw-on-the-screen type of games, and Elite Beat Agent type of rhythmical point-and-click type of games.
If you enjoy those gimmicky minigames, Wii is a great system for you. Unfortunately, I am totally not into those type of games and Xbox 360 and PS3 is more suitable for my taste.