While Purebasic, C++, etc. don't have the limitations of Game Maker, the way I see it is, you need to be pretty good at game producing already to reach those limitations.
If you want to make a more simple Zelda experience, maybe just Link with a sword and bow, then focus mainly on making the room and puzzle design great, GM can be just what you need. There really is no way to make a very advanced game if you're not an experienced producer.
If you want enemies with AI, weapons like the hookshot, jumping and multiple depth planes, dungeons with scrolling rooms, dialogue, cutscenes, the works, then you may need to play with the limitations a bit, but GM can do those things, provided you're good at programming. In this case the language is not important, just the ability to work well with a language. And it may look hard, but GML is more flexible and easier to read than many other languages.
I've never used MMF, and as far as I can tell TGF and RPG Maker are even more limited (although there are some users of each around here), so I think that if you want to make a few games as a hobby, and not really get concerned with moving on to extremely advanced things or apps, then the way to go is to use GM and start with games that are "good" in ways that aren't necessarily "full-featured". I would encourage that; the reason there are so few finished and many canceled games is that a lot of them try to be full-blown adventures.
If you're hoping to get serious with game production, 'better try the Helios method.