Spelunky is an interesting game. It's made by Derek Yu (dude who made I'm O.K., another freeware game that was made for Jack Thompson's video game challenge a few years ago.)
http://forums.tigsource.com/index.php?topic=4017.0
It's a simple game that combines platforming with Rogue-Like, but the draw is that there are tons of mechanics involved to keep things interesting, like certain booby traps that can be triggered, princesses that you can rescue or throw as a weapon, and a merchant that you can buy from, steal from, or kill. Then there's all sorts of weapons and power-ups. I'd give it a B+.
Also, I hear Barkley, Shut Up and Jam: Gaiden is supposed to be really funny. I haven't tried it yet.
http://en.wikipedia.org/wiki/index.html?curid=11487701
EDIT: Speaking of Cave Story, you haven't played that until you've played on the PSP. Looks awesome in the screen, and the button setup is perfect.