Cave Story is pretty good. Very happy for the dev that it's been picked up for WiiWare.
It's short, but I really liked playing Owata. It's an ascii platformer that's hard as hell.
Another difficult/fun one is I Wanna Be The Guy.
You might dig Polarity
http://www.bigdownload.com/games/polarity/pc/polarity/
Eternal Daughter was pretty fun from what I remember
http://derekyu.com/games.html (ctrl+f to find it)
Karoshi 2
http://gmc.yoyogames.com/index.php?showtopic=369491
Knytt
http://nifflas.ni2.se/index.php?main...tt&sub=01About
Those should do you well for now.