Doukutsu Monogatari, or Cave Story, is a Japanese freeware game made by Studio Pixel. For anyone who doesn't know, there's fairly active freeware gaming in Japan, and Doukutsu is one of the better known games. The game was translated by
Aeon Genesis Translations, done as their big 50th translation project, so you can play it in english too.
The game plays a little like Metroid. It's only a few hours long, but it's fun. There's a neat system where you collect EXP for weapons as you kill things, and lose it when you get hit (there are up to three levels for each weapon, which make them more powerful). I've only beaten it once, as I just started playing, but apperently there's more than one ending and such. It gets a little tough towards the end, but all in all it's fun.
By the way, you can trade your first gun in for a machine gun part of the way into the game. At level three, it propels you up when you shoot down with it, making you able to fly, kind of. Later, you get a pack which makes it reload faster and you can actually stay in the air indefinitely. However, the best weapon for simply attacking in the game, the spur, requires you to keep the first weapon until later, and then trade it back to the gunsmith who made it.
EDIT-By the way, the health upgrade music is the same music that plays when you get upgrades in Metroid. Otherwise, it's an original game.
And finally, the reccurring boss named Balrog is an awesome mix of a toaster and a television, and he is complete awesomeness in a strange grey box.