I wanted to do that for a while, since I haven't seen many people who know about it around here.
Cave Story is a Japanese freeware game made by Pixel, a sprite artist. It is considered the best Freeware game ever, and has been compared to the GBA Metroid and Castlevania games. It's an action-RPG where you must... Actually, I'm not sure I can tell about your objective without spoiling the gameplay, so you'll see what the game is all about.
Since it's Freeware, you can find it in a lot of places, but you can download the Deluxe Package (with tons of cool stuff and the English patch included) here:
=-Cave Story-= Doukutsu Monogatari, A Tribute Site - Main
Hope you'll have as much fun as I did. :3