I don't know how much is it in New Zealand, but I got my copy two weeks ago from Play.com for 5€
Also, Mount & Blade is definitelly a very good and absorbing game.

I would absolutely recommend giving both of them a run through. Crack up the graphics!

SMERSH AKA Death to Spies is my nomination for the overlooked gems category.
Pros-
Stealth action gameplay(you can shoot your way through but it is easier if you take your time) that involves disguising yourself as the enemy, hiding bodies, even walking a certain speed so you don't draw attention to yourself.
A World War 2 game from the perspective a single Russian operative who goes behind enemy lines. Most other games in WW2 are either from the AMerican or maybe the British perspective, the latter being more rare than the American.
Cons-
Slightly dificult control scheme that is not newb friendly.
Highly underrated.

Fiendish Freddy's Big Top O' Fun is another one that comes to mind.
http://www.youtube.com/watch?v=uEWa--a_KOc&feature=related

It's NZ$80, which is just shy of what brand-new games usually cost. I believe it'sUS $20 on Steam, and it's definite Weekend Deal fodder, so that's what I'm kind of holding out on..

80 bucks? Thats outrageous. Still it is new zealand, the entertainment alternatives are looking at hot mud or losing to australia at cricket...
I think Velvet Assassin doesn't get the credit it deserves, it has flaws aplenty but the style and atmosphere really work well. Most stealth games can get kind of creepy & tense when there's a lot of enemies around but VA has a level set in a village being exterminated by the SS, there's fires all over making stark patches of light and shadow, constant background gunfire and the screaming of the villagers and the fact that if you're seen you've very probably going to be slaughtered (especially when playing on hard). Certainly creeped me out.
The downsides of it are plentiful, most notable are the forced combat sections because in the fine tradition of stealth games, gunplay is an afterthought and therefore rather clunky, this is especially noticeable in the final level where you have to take on about 20 troops with not much cover. The stealth mechanic is occasionally a little wonky, nothing like as bad as the reviews claimed but you can sometimes ficker between visible and hidden with only the smallest break in the shadow. Probably the most annoying bit of design in the game is the start of the hospital level, she's just woken up from an injury and has no weapons other than a knife and no clothes other than a nighty. Amongst her first words are "I need to find a weapon immediately" so I sneak out into the corridor and knife to death a german carrying an MP40. Apparently that's not what she meant by weapon or it has german cooties so rather than recovering a weapon from any number of the soldiers she kills, she has to sneak all the way around what could be the biggest level in the whole game to get an STG44 assault rifle from the basement of a small shed she has no logical reason to know the existance of and thats the one and only gun she's willing to use (oh well there's a luger in there as well but its the same spot)
Those issues aside, I think the game really is good

I'm currently having a lot of fun with Anno 1404. Great game for all those who enjoy city builders a la Caesar.

There is also this weird game published by Interplay called "Normality" which is far from normal...one of the few adventure games that you play in first person..

Search up Stratosphere.. It's a great game with a unique twist. Something Project: Nomads tried doing, just a lot, lot better. RTS/TPS with a lot of customizability.

I am going to say the Longest Journey games, both the first one and Dreamfall, both are excellent adventure games that deserved a much bigger audience then they got.
On a side note, here is to hoping that GOG can land those 2 games sometime soon as I will definitely buy them again, DRM free, without hesitation.

X2 (mentioned) and X3 are very deep, very "pretty" and engrossing games. Think EVE but as a single player game with an optional campaign/story--and no monthly fee. I like them a lot, but the games are bigger than me so I can't stick with them for long. Serious space sim games.
Defense Grid is the most fun tower defense game I've played. It's been on pc for a year or so now but it's also coming out on Xbox Live soon. You can use the 360 controller on pc with it, support is built in. *Highly recommended*

Valkyria Chronicles for the PS3. Masterpiece of a game.

AFAIK, it's a first person shooter designed in the manner of a racing game -- levels are like tracks that you try to 'master'. You might want to look for some proper reviews, or try out the demo.

TLJ is widely available. It's been reprinted in several jewel cases and is on at least one shovelware collection. Check ebay or a bargain bin (Gamestop generally has tons of them). Dreamfall is tougher to find. Of course, I have a copy ;p
It's probably not going to show up on a shovelware comp until blu-ray catches on. Big game. In fairness, they were both not particularly obscure (even though Dreamfall didn't sell anywhere near what they expected, despite being one of the best adventure games, well, ever). TLJ moved a huge amounts of copies, especially in Europe where those games are more popular.
Now, Amber: Journeys Beyond is an adventure game that no one's heard of. Overclocked was pretty good, too if you like psychological thrillers (IMO, the best one since Sanitarium).