I think P3 had some really good & memorable ones, but the writing quality was generally much lower, and they have this "out of touch with reality" feel.
You had stuff like
Kenji's social link, the various female slinks playing out like mini dating sims (yes, all of them play out that way and there isn't meaningful character development for most of them),
dated writing and an incredibly cynical "say what they want to hear in order to get points" approach.
P4 social links are generally better across the board. Social linking with male party members is a thing, female party member slinks aren't mini-dating sims, you aren't always rewarded for overt flattery, and the slink conclusions are amazing.
I think P5 confidants are around P4's level. They're more fantastical/wishfufillmentey (which isn't inherently a bad thing), though I don't think they're as emotionally resonant as P4 were for me.