Do Rouge-lites count? If so, I'll have to mention Renowned Explorers: International Society by Abbey Games. The premise is appropriately simple: You control a team of unique characters who've just joined the guild of Renowned Explorers, and vie to collect treasure to become the most Renowned Explorer in the world.
The game isn't particularly deep, but the unique mechanics and masterful aesthetic design simply make it a joy to play. As well, the simple mechanics fit well with one another, adding up to something that's bigger than the sum of its parts. One rather innovative aspect is the "mood" system: Any actions you take during a combat scenario can be Friendly (Flattering them.), Devious (Insulting their mothers.), or Aggressive (Zapping them with your handy-dandy Tesla Coil.) These three Moods are set in a Rock-Paper-Scissors arrangement, so you're constantly attempting to ensure you've got either parity, or an advantage against your opponents.
The visuals are amazing, with high-res sprites and fluid two-dimensional animations. Combined with the quasi-Victorian aesthetic, immersive procedurally-generated music, and the fact that no one dies (even if they get shot in the face); it pretty much amounts to the perfect game for anyone seeking an adventure. The price is kinda steep, but I'd totally pick it up whenever it comes on sale.