Since I'm sure everyone's inevitably going to list FTL, Gone Home, The Stanley Parable, Papers Please, etc, I'll go with some I'm fairly certain no one will list. So here goes:
Terraria
- Some might call it a 2D Minecraft rip-off. But these people are idiots. Terraria is so much more than that. It has everything one might expect from a game of this sort, in terms of building, exploring, and crafting, but these things are just the tip of the iceberg. The breadth and scope of the game world are astounding. You'll find yourself starting out in a fairly basic world of mild wilderness, equipped with nothing more than a crappy little copper sword and a pickaxe. You'll barely be able to fight off the tiniest of slimes. By the end, you'll be flying around with wings, jetpacks, and hover-boards as you combat Lovecraftian monsters, gigantic robots, and legions of goblins, pirates, snowmen, vampires, swamp monsters, and werewolves with your arsenal of swords, magic flails, spell books, sniper rifles, rocket launchers, summoning staffs, Tron-inspired light-discs, and more. All the while attempting to keep the world in balance between the Corruption and the Hallowed.
And this isn't even touching on the incredibly wide range of building and crafting options.
http://terraria.org/
Broforce
- It's a side-scroller, action-shooter with heavy influences from 80's and 90's era games of the same genre. The entire premise is that you, and friends if you want, assume the role of a random movie action hero from the last three decades and blast your way through the levels. Every level is completely destructable and a few feature some pretty fun boss fights. The game also includes several solo, co-op, and pvp modes as well as a built in level editor.
http://www.broforcegame.com/
Torchlight 2
- This is what I wanted Diablo 3 and Path of Exile to be. It's everything Diablo 2 was but massively improved in many areas. The inclusion of the robust modding tools and Steam Workshop support make it even better.
http://www.torchlight2game.com/
Project Zomboid
- Despite it being a retro-looking top-down, isometric game, PZ is quite possibly one of the most complex and intricate zombie apocalypse survival games I've ever played. Not only do you have to concern yourself with carry weight limits, hunger/thirst, and sleep cycles, but you also have to contend with disease, emotional states, panic and paranoia, limited sight lines, etc. Sometimes you'll find yourself having to leave behind a spare bat so you can carry some pain meds for that wounded knee or a pack of cigarettes to alleviate your character of the unhealthy levels of stress. Other times you'll find yourself having to tear up your shirt for use as a makeshift rope ladder so you can escape the 2nd floor of the house you were just sleeping in. A house whose lower floor is completely inundated with the undead thanks to a passing chopper attracting them to this location. This in turn will leave you exposed to the cold and the rain that have swept in while you slept, which may in turn lead your character to contracting pneumonia.
If you like survival roguelikes, I highly recommend this one.
http://projectzomboid.com/blog/
Super Amazing Wagon Adventure
- It's dumb. It's silly. It's campy. It's fast paced and addictive. It's a parody of Oregon Trail and 80's tropes. It's cheap to buy. What more do you need to know?
http://www.sparsevector.com/wagon-adventure/
Solar 2
- It's a game where you play as an asteroid and work your way up to being a universe-consuming blackhole. Honestly, it's hard to do this game justice by describing it. My suggestion is to just see for yourself.
It's not terribly deep, but it is addictive and great as a time sink or if you're in need of some quiet, relaxing, contemplation.
http://murudai.com/solar/
I have so many more I could recommend, but my post is getting a little long. If you're interested in more, OP, let me know and I'll post some others.