This includes retro, new, and other consoles.
I have 2:
Spelunky - And Indie game about cave-exploring. It's awesome, the levels are randomly generated, so it's a different game every time. It poses a nice challenge, and it's as hard as Mega-Man. It's free to download, and I highly recommend it to anyone who enjoys platforming games. It's coming to Xbox Live next year!


Ultima Underworld/2 - Old MS-DOS games that see you wandering around dungeons, fighting your way through various enemies to save a princess (UU1) or save Britain (UU2). They're both First-Person, and, being before Doom, was the first TRUE 3D game ever made, and paved the way for a lot of FPS games. While they weren't FPS themselves, they do have a few projectile weapons. They use a rune-magic system, with spells using 2 or 3 runes, and a chunk of your Mana. For 1992, these were absolutely amazing! They're now free to download, since they lost their copyright and are now freeware. However, to run them you'll either need DOSBox, or, if you're using XP, there's a patch that lets it run on most XP PCs.