Been playing this one for the last coupple of days and since I haven't seen this mentioned here yet I think I'll do that 'cause it's such a great little game.
Doukutsu Monogatari, or Cave Story, is a japanese freeware game. It's an arcade adventure similar in structure to, for example, Wonder Boy III: The Dragon's Trap. The game has gotten an (official) english translation and is well worth a download.
Download the english translation patch
Download the game