In case you have never heard of it, or never gotten a chance to play it: Cave Story
I suppose you have to be a certain type of person, but it is overall a very fun game. It has a total of three endings, should you take up the challenge to try to beat it, an FAQ would likely be very helpful in finding the third ending.
There is not much that can be said without ruining the game itself, suffice it to say you play as a remnant of a long ago war, and must prevent a madman from taking over the world.