http://www.miraigamer.net/cavestory/Basically, it's a shooter/platformer with rpg elements that, despite being of lesser graphics, rocks in basically most ways that matter to a video game. It was made over a 5 year period by a single programmer, who made everything from scratch, including the sounds and graphics. Also, the soundtrack is good enough that even the remix project doesn't measure up.
Also, unless you look at an online guide or somesuch thing, you aren't gonna beat it completely the first time through. And if you do...you still won't see everything the first playthrough.
As for the story, well, I can't really say much there without spoiling things, but lets just say it unfolds at a nice pace and is a good story in itself.
Also, there's even a
couple testimonials about how worth playing it is.