Penumbra.
I was bored silly one weekend so I went to my usual store looking for a new, preferably cheap PC game, and when I picked up Penumbra: Overture, I was instantly intrigued.
I've always loved horror games, & this one seemed to be somewhat of an enigma, as even the guys at the store were like, "I don't know man, it just sort of showed up in our inventory, none of us has played it yet..." Which, if my life was a movie, would mean that the game was actually some kind of key to a dimensional portal, placed surreptitiously in local mom & pop video game stores with the sole intent of finding the one who can unlock it's secrets and free the evil overlord and their demonic horde...
But this just turned out to be a really cool game from Frictional [http://www.penumbragame.com/ageGate.php].
I loved the dark atmosphere and the lack of weapons or obvious routes/objects/hints, which reminded me of a long lost classic, Out of This World [http://www.escapistmagazine.com/news/tag/out%20of%20this%20world?from_search=1], which I was hopelessly addicted to back in my Sega Genesis days.
The gameplay was smooth, the story full of twists and turns, the atmosphere was dark and foreboding, and despite a few frustrating moments of back and forth type missions, had a pretty good pace. It's one of those games that makes you think rather than just blow shit up, and the answer to every problem requires both abstract and analytical thinking.
The graphics aren't all that great, and the soundtrack gets kind of irritating after a while, but Penumbra is definitely on my list of unexpected game gold. Amnesia, Dark Descent by the same studio is pretty damn good, too.
EDIT: I forgot to mention the sequels, Penumbra: "Black Plague" and "Requiem" are also both as good (Black Plague will scare the shit out of you) if not better than the original...