Do the Binding of Isaac! That game is insanely hard to finish.

Sounds cool! I know it's not an indie game, yet try playing Cobalt! I suppose Mojang is indie, yet at Minecon Notch said he didn't consider it indie, and if you did, Valve would also be indie. So, play Cobalt (also, it's only 9$)

FTL: Faster Than Light - I'm in love with it!

Should be like $10 USD on Steam, like my favorite game ever!

What Tim said, I love that game

Thanks for the suggestions, guys, though I think I will start with the Binding of Isaac. I checked it out, and it looks amazing. Also I have very low funds :/

But I get donations from thepiratebay.se if you know what I mean

Oh wait! I will actually be starting off with Knight Runner, a small Indie game production! I will bear in mind all of the others though. I really want to start small...