Cave Story is an old freeware platformer that comes highly recommended. A very decent platformer in the style of metroid, with a faster paced feel to it, and an interesting story that builds up as you play. It gets very hard towards the end though, depending on the decisions you make

Cave Story+ is basically Cave Story with better graphics, and a remixed soundtrack which I don't like as much as the old one. It's also got a new translation which I think is better, but others disagree. It's got some new levels that you can't play till you complete the game on Normal, and an easy difficulty level which is nice. Still, it's not particularly good value when compared to free

The story is pretentious, the writing is wordy, but this doesn't matter. The puzzles here are brilliant. Time manipulation puzzles are old hat now but this game does them very well. It's hard to say why in this space but the puzzles are made in the way portals are, starting simple but progressing to fiendish.
The watercolour graphics are pretty, but the soundtrack isn't very good.

Absolutely massive game. Visual style is interesting, though not very well pulled off. Mission variety is laclusture, as is boss and enemy quality and variety. While the designs for them are unique to the game (Masked midgets riding on monster dogs and such) you'll be seeing them again and again. Weapons are randomly generated so if you're a loot whore it's got that going for it. The 4 classes feel pretty distinct, though some are miles better than others.

Play it in coop. It's not even a 10th as good on your own.