Or did he just tell their story better than other writers?

I'm pretty sure Miller created the Elektra character.

Yes, Elektra was Miller's creation.

Was her first appearance in #168 "Elektra" which is collected in Frank Miller's Visionaries?

It is in the Frank Miller:Visionaries TPB Kube. If I could find an original copy of #168 I would pick it up, but the TPB is good enough for me.

Yes, Frank Miller did create Elektra. He gives an amazing interview on the Daredevil DVD about the Elektra character, why he created her and more!

Yeah - I bought all those issues when they first came out.

I didn't. I was too busy securing my valuable collection of ROM: The Spaceknight comics to bother with Daredevil.

I got ROM as well. so you win some you lose some. I have both even now.

I missed out on ROM, but I was big into Micronauts.

And I have almost every comic Miller has written or drawn.