A few more for 20$ or less.
Spelunky. It's been around for a while and is Free like the original cave story. Randomly generated platform/adventure levels. Get the treasure and get out.
Dust: An Elysian Tale. It's coming out on PC next month, keep an eye out for it. Its one man's passion project like cave story but with a little more action than adventure mixed in with its platforming.
Fez. Just released on PC today; Fez is a puzzle/platformer with devilish depth and great presentation.
Braid. Puzzle platformer which uses time mechanics to twist your mind.
There are also some Cave Story/Metroid esque games currently in the pipe on kickstarter. You might want to check out A.N.N.E. and Chasm.