Dark Souls for $4. :O The PC port sucks a bit but there's a good patch someone threw together to make it not suck, search for dsfix.

FTL for $4 - also an amazing game. You run your own spaceship while bad guys chase you, kind of like a weird Star Trek episode. Each game is randomly generated and there are tons of new ships to unlock. This game is hard, and doing well takes learning and skill. Beating it for the first time was very rewarding.