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>Terraria
Absolute fuckton of content. Loads of different weapons. Like Minecraft in 2D, but with competent devs. Pirate the GOG version if you don't feel like buying it.
>Dungeon Keeper Gold
Simple, fun, addicting RTS. Starts off fairly easy but gets very tricky later on. Features one of the best vidya narrators/announcers ever. Pirate the GOG version and google the KeeperFX patch.
>Thief Gold/Thief 2
Atmospheric first-person stealth game with great level design. Play on Expert mode for the full experience. Lots of user-made missions. Pirate the GOG versions and download the TFix patch for Thief Gold and Taffer Patcher for Thief 2.
>Doom and its relatives
The greatest FPS [engine] of all time. Virtually infinite content due to mods and level packs. Check the general on /vr/ for links to the .wads. Don't bother buying it.
>Deus Ex 1
Must-play stealth/RPG FPS. Supports multiple play styles and has a great soundtrack. Make sure to download the Deus.exe patch. As usual, pirate the GOG version.
>Risk of Rain
Platformer/shooter with a great soundtrack and lots of characters to unlock. Features co-op.
>Fallout 1-2/Tactics
Dated, but still fun today. Creepy industrial/dark ambient soundtrack. Pirate the GOG versions and google the fan patches (can't remember the names right now).
>Roguelikes in general
Fiendishly difficult and TONS of replay value. Check /rlg/ on /vg/ for recommendations.
Also, most of the games in this image should fit your specifications.
Have fun, OP.