Well, since the thread is ongoing and I already managed to snipe some good suggestions from other posters, I will take the liberty of sharing part of my list of underdog games, it’s actually a bit of a hobby of mine seeking them, in the hopes that this may be relevant to others:
(PC) Dex – You like Deus Ex? Buy this game. It’s the same thing, only in 2D and with a female protagonist. @lonin Ever had a look at this one?
(PC) Life of Pixel – It’s so rough around the edges, but so good. This is pure platforming bliss, set across the history of gaming, with a high degree of attention to fidelity in terms of respecting the limitations of every console being simulated. It flows, it’s funs, and it challenges just the right amount.
(PC) MissionForce: Cyberstorm – A tactical marvel of the days of old, requires a Virtual Machine to play nowadays. The effort is worth it, though, as this game has one of the most organic squad-building mechanics I ever experienced, right up there with XCOM, and the management of your fleet is just as interesting as the diversified missions you undertake.
(PC) Rollers of the Realm – Pure Pinball/RPG joy. Say what? Yes. One of the quirkiest, weirdest, most adorable little games I’ve had the chance to play in the past few years, this is an experimental piece that turned out right. The hours just fly by as you launch your rotund hero across the sizable campaign.
(PC) Uncharted Waters: New Horizons – Well, here is an oldie but goodie. The DOS version of this game is the one to go for, even though there are console ports. Conceptually it is simple, but very few games ever tried to replicate what this game does: become a late medieval ship captain and explore our own world, trading spices, discovering landmarks, recruiting sailors from all over the world, and using competitive advantages of countries to buy their specialities, like better ships (China) and weapons (Arabs).
(3DS) Shin Megami Tensei: Devil Survivor 2 Record Breaker – Pretty much the best tactical RPG I ever played, with a bleak, realistic outlook where you can truly decide how to shape the future of humanity, and not even in some bland good/evil dicotomy, but rather according to system of beliefs. Awesome game.
(GBA) Road Trip: Shifting Gears – It may look like a minimalistic penny racers game, but it’s so much more. It has a dynamic and interesting progression system, which feels rewarding and balanced. The game is so stylish and full of details that you just want to keep going.
(GBA) Hamtaro: Rainbow Rescue – Yes, Hamtaro. Yes, I am serious. This is the best portable adventure game I ever played in my life. Just try it. It is centered around mini-games, much like a WarioWare would, but incredibly they are pretty much all fun and handle well. The effort put behind this title must have been astounding.
(GBA) Sabre Wulf – This obscure puzzler asks of you both creative thinking, fast reactions, and good platformer performance. Not for the faint of heart, but if you invest your time on learning it, it feels very satisfying.
(NGC/PS2) SSX 3 – Years came and went, and this is still the best snowboarding/exploration game of all time. Nothing matches its sense of speed, freedom, and the overall great vibes that surround it. Must-play.
(NDS) Solatorobo: Red the Hunter – Obscure Action/RPG in which during HALF of the game you think you are playing something, and then after quite an extensive campaign you have a “and the game starts now” moment in which it twists and bends radically, and you realize there is still half an awesome game ahead of you.
(SNES) Front Mission: Gun Hazard – What to say about this beauty? It’s so far ahead of its time, it’s not even funny. It is a metroidvania with much of a flair of games that are popular nowadays like Rogue Legacy and Risk of Rain. Marry that with an awesome and deep political plot, as well as smooth as silk controls, and you have a winner.