I grabbed the GTA IV Complete set. I figure that I owe it a chance after enjoying Saint's Row The Third and Just Cause 2 so much. I thought I was done with these back when GTA 3 was a yearly franchise.
The indie game I spent the most time with is Terraria followed by Space Pirates and Zombies. I also recommend the Penny-Arcade Adventure titles, Legend of Grimrock if you're into that sort of thing, Gemini Rue and Resonance for the big adventure buffs (not must own by any means, but good). Oh, and both Puzzle Agent titles. Those are indeed must own if you're into puzzle/adventure games.