Ah, so many good games, so little space....
Spelunky - The best rouge-like variant I have ever played, great items and features such as jetpacks, parachutes, ledge hanging and such.
Eschalon: Book 1 - Best indie RPG I have played so far. Great setting, writing and combat. Looking forward to Book II.
Immortal Defense - Spices up the tower defense genre with some interesting gameplay mechanics and a greater player interaction with creeps.
Chalk - Very interesting, shmup style game with great aesthetics.
Geneforge series - So far, my favourite game series by Spiderweb Software. Great RPGs with a lot of variety and choice. Great story and gameplay mechanics as well.
Warning Forever - Excellent "boss arena" shmup. Takes the shmup genre and strips it down to one massive after the next.
Ancient Domains of Mystery - Wonderful rogue-like with both an overworld and extensive dungeons to explore. Gameplay like no other RPG experience, the amount of actions you can do is staggering.
World of Goo - On of the best puzzle-type games I have played in years. Casual, yet extremely fun.
Defcon - Excellent turn based strategy game. Simple, yet streamlined interface, great sound and an intense premise: save the world from nuclear war!
Battle for Wesnoth - Excellent turn-based strategy game. Open source and extensively updated and supported by the Wesnoth community with new campaigns and maps. Great online multi-player as well and free
These are just a few of my favourites, I would recommend you also check out the
IG Freeware games database as well if you haven't already.