- Supertux2, it got recently revamped, the quality skyrocketed. Much better controls and artwork.
- Supetux Advance, this is really great too.
- Retux (More Wariolike than Mario)
- Nethack/Slashem. A Roguelike more bound to interaction/exploration/mechanics than combat, but Slashem makes combat crazy with the Doppleganger Monk, which is basically a Shonen Manga, the role. (Dragon Ball/Naruto depending on your age).
- DCSS. Basically, not Nethack/Slashem, much more combat oriented than the Slashem combinatorics playing with the Monk a la Jackie Chan, this is more like an ARPG made a Rogue.
- Frotz/Lectrote/Winfrotz/whatver Z Machine interpreter and "All Things Devour". Spiritwrak, too. Great libre text adventures and still enganing because of weird mechanics.
- Frozen Bubble
- OpenArena.
- FreeDoom, better compiled with Deutex on daily builds.
- FreeCiv.
- OpenTTD today can be standalone enough.
- Frozen Bubble
- Minetest+tons of subgames such as Glitch, Nodecore...
- OOlite
- Speed Dreams. If the controls are hard, try the arcade mode. If the controls are still hard, get SupertuxKart, pick some real life car from the addons and get all the SD tracks from the inline downloader, they are several.
- Trackmania Nations Forever (e.g. via Steam) - https://www.youtube.com/watch?v=aj2u2OrZ2vI
- Starcraft Brood War - though I have not tested it via the battlenet.exe, played it when it still was payware.
- Gemcraft Labyrinth - played it when flash was a thing, but now it is again, e.g. on Armorgames
And, I got games like Portal 1 & 2, Outer Wilds, Osmos, Manifold Garden, Planet Crafter and many more for under ten, some for under five Euros each when they were on special offer on Steam. I once got Just Cause 3 for three Euros.
Edited to add:
If you like RTS then Beyond All Reason is fantastic: https://en.wikipedia.org/wiki/Beyond_All_Reason
My lizard is the lizard of website: https://rainwarrior.ca/lizard/
My lizard is the lizard of source: https://github.com/bbbradsmith/lizard_src_demo/
Just like its cousing OpenTTD which is a reimplementation of Chris Sawyer's Transport Tycoon.
Widelands as a settler clone
My first reaction was exactly that; I can't believe it's free!