Killing Floor. Sandbox style Left 4 Dead zombie killing game.
Amnesia the Dark Descent. A real horror game that the video game industry and movie industry could learn from.
Magika. Kind of like Diablo in its multiplayer environment but it pokes fun at the entertainment genre.
Binding of Isaac. Reminds me of A Link to The Past.
Verrrrry pretty games. I haven't played them that much, but they seem to be combat / platformy, looks fun. And pretty.
Also mentioned, Binding of Isaac. It's incredibly fun but for whatever reason it sometimes lags on my (not so state-of-the-art) system even though the graphics aren't top notch (but they aren't supposed to be). I do however recommend it.
Ys Oath of Fengalia was probably my favorite one I've bought off of steam. Fun action combat and great boss battles.
Honorable mentions to Reccettear. I really liked it, but I don't think that it's everyone's cup of tea.