Since no one has mentioned the Project Touhou games, I'll suggest them now. The entire series (including the story, game programming, and music composition) was basically done by one guy. Most of the games are vertical scrolling curtain fire shooters (aka 'shmups' or 'danmaku'), and are pretty challenging, but a couple of the games are different ('The Highly Responsive to Prayers' is more of an action/puzzle game, and 'Immaterial and Missing Power' is a fighting game).

You can download the games here. I strongly suggest you pick up the old ones too, since the filesize is relatively low and the games are still pretty fun.