Two downloadable games come to mind.
* The first is Star Control II, which also happens to be my favorite game of all time. (I'm hoping Mass Effect will change that, but I doubt it)
If you haven't played Star Control II yet, you are missing out on one hell of a ride. And no, playing the game and dieing on the first battle doesn't count.
Windows DownloadMac OS DownloadLink with extra music and Linux downloads
What makes it so good?Star Control is a rare creation that uses every feature in its game in the very best way possible, except maybe voice acting. I can tell you now, you've never played a game like this before. The game is built on a galactic scale, which actually makes you feel lost in space at times. Exploring the universe has never been more rewarding. The music fits perfectly, the dialog is outstanding and you quickly find yourself pulled into this game. No game has created a more impressive experience with a game that lets you be the character and not put you in the feet of a pre-created one. Back when it was first released, it was years ahead of its time. Non-linearity like this was non-existent, such a verity of intelligent life, which is brilliant in every way, was never made until this day.

Eventually, this game could not run on current PCs, so a few dedicated fans along with some of the original developers had worked very hard to release a freeware version. They are still fixing bugs all the time, but hey, when have you ever heard about developers coming back to help the fans for free? Such a great game surly was created with love and now, if you didn't try this game, do it now.
For more information about it
Click here* The second game which comes to mind is Eternal Daughter. Yeah, you should know it if you're in these forums.
Download hereWhat makes it so good?This is the greatest example of a single player, freeware, game. The game is not the average platformer, but not something evolutionary either. However, this is one of its strongest points. Many gamers have played 2D platformers for years. Slowly following the next chapters in the better franchises. As hardware became stronger, graphics improved along with it. Inevitably, Adventure games and Platformers, which are rarely found these days, suffered from graphical improvements. Eternal Daughter brought to us what we all learned to love over the years and miss as time went by.

Eternal Daughter introduces an original fantasy world which would put to shame many triple-A titles. It's musical track is something that you can't imagine playing without once you heard it, unlike many games where you would rather put that Winamp to use. The characters and creatures are all unique and great in their own way. The art direction for this game is perfect and is something you have to see yourself to appreciate. And finally, it's challenging. Many games seem to forget that, they either create easy or cheesy. This game might be a bit though for some, but you just want to come back for more.
About both these games:Both of these games deserve a special award that almost every story-based game f*cks up. They both have an outstanding climactic buildup, which make you know that you just played a beautiful game. Developers should learn from these games. When you finish a game, you want to be rewarded for what you did. Building a climax for that moment and putting a great ending are the key.