Hades, by Supergiant, the same guys who did Bastion, Transistor, and Pyre (the last of which you evidently get a copy,
plus a giftable copy, if you buy it on Steam... formerly EGS exclusive), is pretty solid, though I'd say it's coming across a bit shallow so far. Note that I haven't actually played the latter two, so comparisons will be to Bastion when applicable. Numbers are approximate.
Without getting into spoilerific territory, you're the son of Hades in a Greco-Roman setting, and you're trying to get back to the world of the living. And, as Kratos has long since taught us, there's exactly one way to do it... in here, you're killing your way out, room by room. Each room has up to three exits, the reward of which is denoted by the icons on them.
Dying is pretty much required, to advance the gameplay and the narrative. And hey, it makes perfect sense here! Every time you die, you just pop back up at the end of the queue of souls awaiting judgement, shove your way past the line, through your bedroom, and back into the underworld.
The narrative unfolds slowly through play, mostly via dialogues, all the major characters of which are voiced. (Sadly, not as alluring as the voice of the narrator, or even the Ancestor from Darkest Dungeon.)
The combat plays a bit like Bastion. You've got your weapon, 4 so far, with its basic combo, charge attack, and special, a ranged cast, a god power, and a dash. Pretty much everything ties into these moves. It kind of ends up a giant clickfest, which is a bit of a downer.
The upgrade system is clearly where they're focusing.-- there's maybe eight gods, each of which have ten or so powers they can give you, each of which can be upgraded. Upgrades stack, unless they're conflicting (generally, modifiers to your base attack, cast, dash, or god power). And some of them combo really nicely-- my favorite of which is with the best ranged option so far... the shield. You go Captain America with it, it ricochets from target to target; an Ares special upgrade makes each target hit with your special take a a pretty heavy hit after a few seconds, and an Artemis general upgrade makes all your direct attacks fire a homing bullet. There's a nice assortment of abilities, and I'm having a lot of fun playing with combos.
Oh, and the fourth boss is quite something.
You have to go against your pet dog, Cerberus. =(
If you don't have a better plan, give your first Ambrosia to Athena: It unlocks her trinket which makes her guaranteed to show up early, and her specialty is reflect. Getting her skill on your basic attack will help out a lot in the first two sections since it renders you practically immune to projectiles from the front. Alternatively, give it to Hypnos for starting money or Cerberus for extra life.
The bow is awkward. It's not bad, but you can't move while actively attacking. And one of the alt bosses fights you in a shrinking room, so... yeah.
The Chaos buffs are permanent (to the run) and kick in AFTER the penalty phase wears off. The +% ones are super powerful since they stack.
Double-god rooms are very valuable, if you can handle it.
Don't underestimate the value of +maxhp, especially when a lot of the health recovery is +%hp.
The door icon that looks like three small gems on a stone circle is top tier in section 2. (And you'll probably want it in section 3-- restores health/lives, or a big damage boost.)
The chariots in section 3 are total BS. Got stunlocked for two and a half lives in a row.
The weapon that costs 8 keys to unlock is pretty good if you want a pure ranged weapon. Just don't get the Rocket upgrade if you like the ground targeting-- it basically turns a slow medium-range ground-targeted AoE into a fast infinite-range contact-targeted AoE. So if you suck at aiming.. congrats, you just turned one of the best weapons in the game into an enormous pile of suck.
Don't forget you can change your accessories after each boss. (So you can get extra hp, gold, start with a specific god, etc.)
Edit: I think I've been calling the Nectar Ambrosia this whole time...