here is a list of a few of my indy gaming faves, or games that i'm anticipating for release:
Cave Story

a metriodvania style game with deceptively retro graphics. great character designs, inventive weapons and a surprisingly good story. it's hard to believe one man is responsible for all of this.
http://en.wikipedia.org/wiki/Cave_story (scroll down for different download options)
Samorost (1 and 2)

a flash based point and click adventure game. Samorost sports a really unique visual style with good animation and also a really good soundtrack. 2 has a full version that can be purchased on-line.
http://amanita-design.net/samorost-1/
Gesundheit!

it's a puzzle game where you play as an allergic pig who can shoot snot in order to elude and capture uhhh...larger pig-like things. the game is visually gorgeous and the soundtrack is really good.
http://www.underwaterbase.com
there are a ton of other great examples out there, i check out tigsource (http://tigsource.com) regularly for my indy gaming fix. if you've played a fun indy game you can share it here!