I can't think of anything from the past just yet, but lately I'd say:
CaveStory+ - plays like Mega Man and Metroid put together. Great game.
Mark of the Ninja - probably one of the best stealth games ever, you get rewarded differently for achieving alternate objectives, and reward gear can better suit your playstyle. (stealth rewards = stealth gear; high kill gear = better attack gear; etc)
Inversion - a Gears of War clone of sorts, the scenery is pretty badass and the story is kind of wacky. If you can pick it up for dirt cheap is a pretty decent play. It has some different physics stuff to it.
Singularity - agree with the above, its pretty good. Its almost a BioShock clone with the way the mechanics work, with some alternate ideas thrown in and a different story. Recommended considering you can pick it up cheap these days.
Hotline Miami - has a mindfuck plot of sorts, and the gameplay is intense. The music is pretty good too and adds to the vibe. Ignore the old school NES graphics - pick it up cheap and have a good time.
The only down side:
Finished in 10 hours
Free with the link someone posted earlier, so go for 10 hours of freebie!