Cave Story is one of the best platformer-style games that you will ever play. From start to finish, the game never becomes boring, throwing the players into new situations and areas over the entire plot.
The game starts with a wee robot, practically a human. (He's even mistaken for a human throughout the game). Within a few minutes of starting the game, you receive your first weapon, the Polar Star, from a sleeping hermit in the cave you are in. Shortly after that...the actual story begins.
Filled with beautiful artwork, it's hard to imagine that the entire game was made by just one developer. It's all quite creative and fun to look at, from the main character, to the first boss you meet (Balrog. He's...a modified bar of soap. I still say he looks like a toaster.)
(Image is official sprite from the game, from CaveStory.org)
The story, although quite strange at first, and completely original, is very easy to understand and seamed together flawlessly with the story.
ALL of the many NPCs will talk to you, and if you are having trouble finding out what to do, talking to some of the ones around will almost certainly help you. The game is quite linear, but it doesn't make this seem like the bad thing that I normally feel that it is in games. It manages to keep the story interesting, and there aren't any bland fillerquests, like "Go kill 50 of these things!". It also is great at making players fall in love with characters (and then breaking their hearts). There are also PLENTY of Easter Eggs to find, from interesting weapons that you can find (Bubbler) to a few different endings, and plenty of hidden items, and a whole optional area that is a huge pain to unlock.
I'd be a sucker if I only liked the game for the artwork and story, though. Cave Story manages to have some of the best gameplay I've seen in a while, even with all the aforementioned awesomeness.
With a total of 10 weapons to use (with a limit of 6 at a time due to how you must exchange a certain weapon to get a different one, like the three different 'upgrades' to your Polar Star), the player has many options during combat. The controls make switching between weapons quite easy, you can use the two keys above the attack and jump keys to switch between weapons like a big wheel (it's a list that loops around, so you can get to any weapon by pressing either direction a certain number of times). The controls manage to make the game VERY easy to learn, and anyone can pick it up and play it.
(an image of the Spur in action, one of the best weapons in the game)
The weapons are all quite interesting, from a machine gun that allows you to fly (from the recoil), to an awesome laser beam. The game has quite an intuitive experience system, as well. The weapons all start at level 1, and level up as you collect the experience gems that the enemies drop when killed. Each weapon has it's own experience bar, so the ones you use the most will level up the quickest. Every time you are hit, your weapon will drop experience, and become weaker, so it's an extra incentive to be careful. There are exceptions to this, however, such as the Nemesis (does best at level 1, so you have to avoid experience) and the Spur (charges up shots by holding attack). You can't get these two weapons till pretty far in the game, however, but they still offer great advantages over the other weapons.
Despite the short length of the game (you can beat it in a day, easy), the great variety in weapons, the fun and challenge of the actual game, and the wonderful artwork will keep you playing for a long time. So will unlocking the 'best' ending. I can guarantee you won't find it easily!