I'll recommend these.
Cave Story. What are the chances you haven't heard of Cave Story? Developed by just one guy over a period of 5 years. It's a testament to the creator's love of oldschool 2D platforming and shooting. It's got robots, a mad scientist, magic, and bunnies. It somehow makes all of this work together in a story that turns surprisingly dark.
It's available for free on PC, though you can also buy it as DSiware if you want it portable, or Wiiware for updated graphics and music. I think it may also be on Steam. Additionally there's a 3D remake coming out for 3DS (as a retail release), that I'm looking forward to.
Next for those who want to dust off the old N64, I recommend looking up a little gem from Treasure called Mischief Makers. Again it's a testament to oldschool 3D gaming, with a few twists. Your character is totally unarmed, and your only attack is to grab things. It's a bit like the Z-knuckle if you built a whole game around it. Tear a weapon out of an enemy's hands, and use it, rip a rocket launcher off a mech and shoot back. Grab missiles out of thin air and hurl them back at the shooter. It's entirely awesome, and lends its self to adaptive gameplay on a much faster paced level than Megaman. I highly recommend this oft overlooked title to anyone who loves 2D gaming.