After a few short, but amazing, hours, I have beaten MDK on normal difficulty. I had no idea the game would be so brief, but the quality is kept high regardless. Back when the first game came out, I borrowed it from a friend, but he would only let me have his copy for a few days, and I got to level 5 before I had to give it back.
I did find some of the boss battles too easy, and the story - or lack thereof - and the subsequent ending felt rather tacked on. When the game suddenly ended and I was put back into the menu with no credit crawl, I had to check the write-ups about the game to make sure I got a finished copy. Well, those six levels made a mark on me, regardless.
Shorter games like this that manage to be so fun actually necessitate repeat plays for me; I have a 'hard' game going.
Funny... I had a dream the other day that Shiny started to have trouble in the 90s because they were quickly putting out 'unfinished' games in order to not go under. I'm glad this is not true; the abruptly-ending MDK experience must have scared me that bad.
I'm interested to check out the rest of Shiny's back catalog and make sure the other games don't follow suit.

Turn up the difficulty on MDK, or buy MDK2.
MDK2's bosses are beyond ridiculous. I can't be expected to snipe accurately and quickly while being fired upon.

I've owned MDK2 for years, and I'm still a level or two away from beating it; it's really too hard. I don't have the patience I used to. MDK is still too easy even after turning up the difficulty to the highest level. Still beat it in no time. These games are still worth more than 90% of other games on the market, so their issues don't matter a whole lot.

STORYLINE?!
who needs a storyline, all you need is action.
I mean, Doom had a limited storyline.
walk around, shoot stuff, you were a marine (maybe?) and now you're in hell and since you don't want to be in hell you kill everyone and make it a nice safe place for yourself.
EDIT:
+1'd anyway.

How short is "so brief?"
I'm looking for a short but cool game to play while I have some time to kill at the office.

Then this game will be for you my friend, since it's a great thing to pick up, play a level and get back to work again.
Concerning cool, MDK is the thing you're looking for, and since it's more like an arcade shooter, I find it very casual.