Amnesia: The Dark Descent is a truly terrifying game with a cuddly, heartwarming price tag courtesy of GamersGate. As far as gameplay is concerned, players are trapped inside a creepy house with a terrifying nemesis stalking the shadows. Having no idea why or how they ended up there (hence the title, natch), you've got to rely on your wits, desperate stealth and all-out flight to evade your pursuer... and it makes an incredible change from just shooting undead horrors in the face. The visuals and sound design create a horrifying atmosphere that's best enjoyed with the lights off.
Desura are offering a nice and cheap £2.59 price tag, though you'll need to download their client. It's a great platform for Indie games and mods, so I'd recommend it to anyone who enjoys that sort of thing.