Amnesia is probably the most relevant to your interests. It's a horror game heavily inspired by Lovecraft. I won't go into too much detail, but it's one of a relatively few games that I would say are 100% horror games, as opposed to stuff like Dead Space that's basically a shooter with extra gore.
Braid is a platformer game based around time-manipulation puzzles. It's really really worth a shot.
Bastion is a recent RPG. It's got a cartoony style that you may or may not enjoy. It's mostly notable for using narration much more prominently and to greater effect than any game I can think of.
Super Meat Boy is a platformer. It's very old school, and extremely difficult, but quite fun.
Limbo honestly struck me as a bullshit hipster game, but I didn't really give it much time.
Super-Brothers is a puzzle/adventure game. Mostly interesting for the degree to which music is integrated into the game. Also an interesting visual style, and I found the prose entertaining.
Psychonauts is the odd man out, in that it was actual a mainstream release back in 2005. However, it's extremely imaginative. The central premise involves entering people's minds; each level is a different person's subconscious, and so there's a ton of interesting symbolism and whatnot. It's mostly played for laughs; the visual style is very cartoony and quite psychedelic. I'm having a lot of fun with it.
You get a steam key so they're yours forever as long as steam exists, as well as a direct download from the indie bundle website if you want, and also the soundtracks in the format of your choice, if you want. The money goes to the developers, to charity, or to the organizers of this thing, in the proportions you choose. The way it works is you pay as much or as little as you want, but a couple of the games you only get if you pay more than the average, which when I bought a couple days ago was $8.22. Really really worth it.
