@sinusoidal: I totally agree with you on La-Mulana. I've put about 10 hours into it (using a guide/map) and it still was incredibly dense and hard to get into. Going back to it now feels almost hopeless since I've forgotten all the details of what I've already accomplished.
I also have a very soft spot for these types of games. I recently finished Aquaria which was great.
I really loved the game. I think it got a lot of unfair criticism for the RTS elements, which worked just fine. I played through the game with a controller on the hardest difficulty, and even then I didn't run into too much trouble until the very end, and I've always considered myself bad at RTS games. I can understand it not being everyone's cup of tea though.
Cook, Serve, Delicious. I feel like this game should be talked about more, especially here in the GB community. For those of you that might not know; there's an achievement called "Forever Remembered" which you get by serving a Ryan Davis burger.
Anodyne. Kinda like the weird, abstracted and dreamy indie version of A Link to the Past.
Space Pirates And Zombies. If you can look past the generic and possibly misleading title, you'll find a surprisingly addictive 2D space action game with RPG elements. It does get pretty repetitive, so your mileage may vary.
Aquaria. Underwater Metroidvania with amazing music and atmosphere.
Botanicula. Possibly the most funny and adorable adventure game I've ever played.