Cave story (doukutsu monogatari in Japanese) is a freeware 2d platform adventure game from 2004. It was made by one guy, Daisuke Amaya, in his free time, over a duration of 5 years. The game was intended as a homage to the games he played in his youth, such as Metroid and Castevania.
The story starts when you wake up in a cave with no memory of how you came there. Eventually you find a village and are thrown in an very immercive storyline. I don't want to talk too much about the story without spoiling it, so i will keep it very vague. You will have to fight a lot of monsters and some great final bosses. Luckily most are actually hard to beat (you don't see that very often). The story has multiple endings, depending who you will rescue and the weapons you choose. Yes there are around 8 weapons to collect. There also is a leveling system, but it was very different than i was used to. Your character doesn't level up... but your weapons do! They start at level 1 and the maximum level is 3. This does not sound like much but every time you get hit the weapon you are holding looses experience and will eventually level down. The other characters you meet feel like real people with great personalities, and believe me, you will care when one of the characters dies (something i almost never have).
Pro's: Amazing story, great combat system, alot of replay value because of the different endings, and the characters are really convincing.
Con's: i can not find one, but if you don't like puzzle games where you have to collect stuff you might not have as much fun as i had ( still try i though).
Cost: Nothing! It is totaly free. You can get it here. (make sure to download the game AND the English translation patch)
This is one of my favorite games and I will always start it up now and then. It never gets boring and it is a game you can start playing and than suddenly realize you just spend 5 hours playing it. Because of this i will give it an 9,4/10.