I am a lover of both of these game franchises. And it's true that each Pokemon game brought something new to the table, Yellow allowed Pikachu to walk with you, you could check his mood. G/S/C added the PokeGear which included a phone and radio, shiny Pokemon, the ability for Pokemon to hold items, real time clock, and eggs, among others. R/S/E added Pokemon natures and abilities, 2 types of bikes, secret bases, and others. D/P/Pt added the Special/Physical split, a wonderful feature that made for some epic attacks, every game before D/P/Pt, the type of the attack determined whether it was a special or physical attack. It alo added Wifi features, trading and battling, as well as the GTS, which allowed you to search for a Pokemon for trade and offer a Pokemon to trade for whatever you've seen in your Pokedex. And finally, Heart Gold and Soul Silver added a very nice feature, whatever Pokemon is in your first slot will follow you outside of it's Pokeball.
Yu-gi-oh is quite a different story, the older games did not follow the rules of the actual card game, most cards that had effects no longer had effects, normal monsters had effects, a water monster with 300 ATK could kill a fire monster with 1000 ATK just because of it's attribute. My favorite Yu-gi-oh is Spirit Caller for the DS. It was the first DS Yu-gi-oh I played, after that I tried WC2008, and Nightmare Troubadour, I tried the first 5D's one and I didn't like it, but the new one is pretty good. As for features, all they did was add new card types, Synchro monsters that people can get out on the first turn and rape you, Psychic monsters, Gemini monsters, and others. In my opinion, Pokemon has evolved more(pun definitely intended) than Yu-gi-oh has.