Ace of Spades. I thought I was going to hate the 1.0 version run by Jagex, but if you just pretend it isn't Ace of Spades, and remember that it's not a WWI based game anymore, it's pretty fun. A hectic, explosions-everywhere kind of fun but fun nonetheless.
The Sam and Max games. I bought all of them over the year. Finally get to play through the rest of the second season and the third season. I played the first season (well, most of it) on Gametap back when Gametap had the really cool client.
Primordia. Holy hell, Primordia has spoiled me when it comes to storytelling. It's fantastic. The ending I got was powerful. Really powerful.
Castle Crashers. I've been having fun playing it with my girlfriend. Used to have it on Xbox 360 a while back, but having it on Steam is pretty convenient.
Super Hexagon. I did not expect much out of Super Hexagon. But I put my own music on, I load it up, and it's pretty fun. I've got several hours in it and I've managed to beat the first two difficulties, against all odds.
Torchlight II. Fun, dungeon-diving co-op game. I am really liking it.
Mark of the Ninja. A better stealth game than I could have asked for in a while. It's the perfect combo of ad-hoc takedowns and takedowns that you probably have to do the game's way.
The Penny Arcade On the Rain Slick Precipice of Darkness games. I do not remember at all where I owned the first one. And then I had the second on Xbox 360. But they are hilarious. I had forgotten how hilarious they were until I rebought all of them during the Steam sale for $5 in total.
Hotline Miami. Finally caved when I saw it for $5 on Gamersgate recently. I really like it. It's WAYYYY too violent for me at times, but otherwise, it's fun as hell. The precise, tactical nature of it is probably what I like best about it.
And there are probably more. But those are off the top of my head.