I see Cave Story and Eternal Daughter was already posted. If you haven't already played Cave Story, I highly recommend it. It's too good to be a free game.
A recently released game called
Iji is probably only second to Cave Story, IMO. It has a graphical style like Another World, and a pseudo-RPG system similar to the Deus Ex games. The game took four years to develop, and it shows. The game actually modify's the story based on your actions, for example if you try being a pacifist vs being a bloodthirsty killer, you'll get different logs and messages from the enemies.
If you don't try anything else on the lists posted in this thread, I'd at least recommend trying Cave Story and Iji. I think they're the best of the best, and could've easily been an Xbox Live or PSN game, or at least justified being sold as a commercial product.
One more recommendation: Kytt was posted on the first page, and it's a good game. But "
Kytt Stories" is the sequel for Kytt and has been around for awhile now, and IMO is the superior game. It's actually a series of games or levels, with the download including one "level pack" consisting of the main game, and than you can download seperate level packs online (Both official and fan made)
For the record, Knytt Stories was ported to the Nintendo DS, unofficially.
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