I think WoW has to do that because it's a very complicated interface with roots in the text-based MUDs of old (for example the combat log). I don't consider it an example of good UI/tutorial design.

Valve's Portal is how game tutorials should be done in my opinion. It introduces an unfamiliar game element (the wormhole gun) gradually: first you walk through pre-made wormholes, then you get to shoot one of the two wormhole entrances, and only then both of them. Even when you have the full portal gun, you get taught the various tricks (like accelerating by falling into a portal) one at a time. None of this is explained by a wall of text, rather, the level design itself suggests the only possible solution. This is all done so subtly that it hardly feels like a tutorial at all. In fact, for the player, the levels just get gradually harder and require you to combine more and more of the skills and tricks you've figured out earlier.

It works brilliantly, and makes for a much stronger experience than any of the text or voice based game tutorials I've seen so far.