Cave Story made waves in the indie gaming world when it was released as freeware. The creator of the game, Studio Pixel, spent 5 years making this title, perfecting the controls, graphics, music, and story. After being released on PC, the game made its way to DSiWare and WiiWare to much success and fanfare.
Now, Cave Story is available on Steam. With extras.
Better, the game is offered at a discount (as of this writing): it's 15% off. Go get it, right now!