Cave Story, City of Heroes, N.
Cave Story is probably the best game of its type literally ever made. Its difficulty is balanced on a knife edge, its storytelling pushes the space of its interface to its limits, the music is untouchable and the characters are excellent.
City of Heroes is a social game experience that I've been playing pretty much ever since I was able to. When I couldn't play it I didn't, but when I could, I did. I love City of Heroes. It's dumb and its systems are arcane and it's now effectively a type of specialised train set that I have in my basement that only matters to other people who have the same kind of train set.
N is a free game that I sunk hours upon hours into and I don't know why. I don't know if I ever finished it, but that's more because there's like a thousand levels.