Risk of Rain is pretty good, I've put what, like, 80 hours into it? Heck if I remember. I've only played it solo.
Dungeons of Dredmor is freaking fantastic. Be warned though: It's a *long* game. Particularly with it's expansions. Each dungeon floor is gigantic. And of course, it still has permadeath despite this. And there are the monster zoos. Those are hilarious.
Binding of Isaac is just amazing. Specifically thinking about the new version, Rebirth, here. The amount of new content is just staggering. Yeah, it costs a little more, but it's sooooooo worth it.
Tower of Guns I didn't get along with very well. Just.... I dunno. It annoys me a bit much.
Heavy Bullets, I like this one alot. Simple concept: You've got one gun, a revolver. Start with 6 bullets. You're not going to get any other guns, and you're not going to be carrying around clips of bullets with you. Instead, you re-use the ones you have; once fired, a bullet will sort of hover/bounce around the area where it impacted a wall/enemy/thing, waiting to be picked back up. The game rewards precision and careful thinking because of this. You CAN get more bullets, but you buy them individually, and you're not exactly going to want to buy a ton of them.... there's alot of other things to spend money on too. All in all, I think this one is really good, but it's hard to give a full sense of what it's like just by explaining it.
Our Darker Purpose is a game very similar to Binding of Isaac, using the whole "randomly generated Zelda dungeons" idea. It uses a very gothic artstyle instead of the very.... er, gross style Isaac uses. It is harder than Isaac in my opinion; Isaac, sooner or later, will always spit out runs where the items you get combine in such a way as to make you nearly invincible... this game, I've found does not do that. Also, it has a much more "bullet hell" feel to it. Enemies and bosses in particular will absolutely cover the screen in bullets/bombs/poison clouds/chairs or whatever. Even the early ones will do this, and items generally arent going to make you all-powerful. Also the soundtrack is freaking amazing. Done by the same guy that did the original Isaac's music, if I recall correctly. I find this game a bit difficult; make of that what you will.
And of course you may or may not have heard of a game by the name of Bionic Dues. I've put alot of time into THAT one too. Maybe too much.