Here's a list of free games and links to download them. Just thumb through them, some like Maplestory and Anerica's Army are uber-fun.

Albatross 18 (Also known as Pangya)
Genre: Online Golf Game (Think Mario Golf)
Price: Free, but to get certain items, you must buy "cookies".
Gameplay: Amazingly similar to Mario Golf, except a little more challenging to pull off special shots. Challenging courses, a friend system, and tournament play offer hours of endless entertainment. The game even has a tutorial course to ease you into it's gameplay. Even if you suck at the game, it still proves fun to play and get better.

Download:
Download.com Link | OGPlanet (Direct Download)
You MUST register at their site http://www.albatross18.com to play (on the left)

America's Army
Genre: Online Strategic FPS
Price: Free - U.S. Army
Gameplay: Squadron based mission gameplay. Has a great tutorial and you can move up ranks. Pretty much a (fairly) accurate sim of what it's like to go into training and fight against tpineappleists.
Screenshot:

Download:
Download Version 2.6

Anarchy Online
Genre: MMORPG
Price: Free
Gameplay: Online RPG with sci-fi techpunk world.
Screenshot:

Download:
Free Campaign

ATC-RayCrash
Genre: Mech Sim Fighter
Price: Currently Free
Gameplay: Ray Crash is a new action game where users could battle people all over the world and try to be the best. Ray Crash allows user customizable robots to do battle in several arenas in space and in cities in the near future. Be warned though, this is not your typical hack and slash game. This is a game where strategy actually plays a part in helping you win.
Screenshot:

Download
Game Client
Site for Registration

Blockland
Genre: Online Building Game
Price: Free
Gameplay: Build stuff with Lego blocks. 'Nuff said.
Screenshot:

Download:
Direct Download

Carom 3D
Genre: Online Pool Game
Price: Free!
Gameplay: If you like a good game of pool now and again, but you don't have a pool table, don't fret! Carom 3D to the rescue! Just look for a match, or get matched up with someone randomly, and play in over 5 different environments, duking it out to pocket your given set of balls. It's a good game to play to pass the time, and best of all, it's free!
Screenshot:

Download:
(Download via FTP when opened)
(Install file)

Cave Story
Genre: Adventure/Shooter
Price: Free
Gameplay: Cave Story is really one of those games that can be considered a masterpiece of game design. There are so many wonderful and classic gaming elements, that I cannot even begin to describe just one quality well enough to say “It is for this one reason alone that Cave Story is a great game.” There is just so much effort, originality and ingenuity behind this game and it really shows more and more as you play through it.

It has alot of similar elements from Zelda and Metroid. It seems old-fashioned, but it's gameplay shines through and through. Try it out!
Screenshot:

Download:
Download (Zipped)

Cloud
Genre: Cloud-sim?
Price: Free
Gameplay: Fly amongst the clouds and group them to solve "puzzles". Don't worry, there is a full tutorial available.
Screenshot:

Download:
Game Guide
Direct Download

Epoch Star
Genre: Space RPG
Price: Free
Gameplay: Enter a universe of epic adventure! Master combat with hundreds of ships and thousands of weapons. You will clash with dark and mysterious enemy races. Engage in missions to help a crumbling republic, and restore peace to the Galaxy. Play Epoch Star, an epic space RPG adventure game for the PC!
Screenshot:

Download:
Epoch Star

Every Extend
Genre: Unique Shooter
Price: Free
Gameplay: You detonate yourself to blow up targets and create chains. The more you destroy from the chain, the more points you get. This is the prequel to the game Every Extend Extra which will soon be released for the Playstation Portable (by the creator of Rez). Graphics and Music are appropriate and really suit the game well.
Screenshot:

Download:
Download.com Link

F.E.A.R. Combat
Genre: Multiplayer FPS
Price: Free!
Gameplay: This outstanding shooter combines creepy horror with kinetic and visceral action, and it elevates the genre to a whole new level of intensity. This is a newly released multiplayer only version of the original F.E.A.R. - hours of fun gameplay, CTF, slayer, and more!
Screenshot:

Download:
Register for your FREE CD-key
Download F.E.A.R. Combat

Frets on Fire
Genre: Guitar Hero-esque (redefines the meaning of "keytar"!)
Price: Free
Gameplay: Frets on Fire is a game of musical skill and fast fingers. The aim of the game is to play guitar with the keyboard as accurately as possible.

Download:
Windows (32.7 MB, build 192, updated August 10th, 2006)
Additional Songs

GridWars
Genre: Twitch Shooter (It's a Geometry Wars clone)
Price: Free
Gameplay: If you haven't yet played Geometry Wars, you need to check this game out. Nearly impossible to play unless you have a dual analog controller (amazingly enough, it's best played with an xbox360 controller with xbcd drivers). Very good game, very well done.
Screenshot:

Download:
GridWars 5.3 download
5.4 Patch

Global Defense Network
Genre: Rhythm Shooter
Price: Free Demo ($14.95 for full version, I bought it and it's well worth it)
Gameplay: If you have never played Rez before for the Dreamcast or the PS2, this is about as close as you are going to get to a rhythm shooter on the PC. Everything in this game is based off the awesome trance/techno music in the background. You shoot objects that appear, anything from flying tiles to eggs and rolling balls.
Screenshot:

Download:
Global Defense Network Demo

Grand Theft Auto, Wild Metal, Grand Theft Auto 2
Genre: Top-down vehicular combat
Price: Free
Gameplay: It's the classic top-down Rockstar games. If you don't know them, you need to seek medical attention.
Screenshot:

Download:
Download Site

Gunz : The Duel
Genre: Shoot and Slash
Price: Currently Free (Open Beta Test)
Gameplay: Similar to the Devil May Cry series, this game allows you to run up walls and on walls and jump off walls and do dashes and craziness. You have both a gun (or guns, you can dual-wield), a sword (or dagger) and grenades. You can buy bigger, better weapons when you accumulate enough Bounty Points from killing other players. Definately worth a try, one of my favorite games.

Download:
Manual Update (all the current patches, no torrenting)

Halo Zero
Genre: 2D Shooter
Price: Free
Gameplay: It's a Halo side-scroller, and a great one at that.
Screenshot:

Download:
Halo Zero 1.8.6.3

Lineage 2 Free Server
Genre: MMORPG
Price: Free
Gameplay: Lineage 2 is a hugely improved sequel to the moderately successful MMORPG Lineage. The Lineage series was originally developed and released in the Korean market and later released worldwide. Hugely successful in Korea, Lineage II has also made a definite impact on the rest of the world with servers in Asia, Europe, and several in North America.
A large part of Lineage 2's success can be attributed to a very realistic engine with arguably the best graphics of any MMORPGs released to date. Character and map detailing rivals some offline games released at the same time which is quite an accomplishment considering the resources required to maintain a persistent world. This free server uses a legal build of the actual server, and runs just as good.
Screenshot:

Download:
Lineage2.com .zip file
How to Connect
Website

Maple Story
Genre: MMORPG
Price: Free
Gameplay: A sidescrolling online RPG with crisp graphics. Reminds me of SNES games, but like.. online.
Screenshot:

Download:
Official .EXE Download from mapleglobal.com

Marathon Trilogy
Genre: FPS
Price: Free (Bungie released it)
Gameplay: Considered the Prequel to Halo. This game plays alot like Doom, Quake, or Wolfenstein 3d. The big difference however is the storyline. Included is all 3 original games. You use Aleph One to play these scenarios.
Screenshot:

Download:
"Unzip both, then copy AlephOne.app or AlephOne.exe into each scenario folder"
MUST HAVE ->Aleph One
Marathon 1
Marathon 2: Durandal
Marathon Infinity
Download Page (If you need help)

MMOLands
Genre: RPG, Racing, Exploration
Price: Free (Educational Site?)
Gameplay: They have a free RPG, a free RPG racing game, and 2 exploration games
Screenshots:


 
Download:
Register First!
Endless Ages (RPG)
Racelands (CARPG)
Ancient Lands (Explore an egyptian land)
Museum Lands (Explore a museum)

Narbacular Drop
Genre: Portal Based Puzzle Game
Price: Free
Gameplay: You use portals to solve objectives, one portal leads to the other. Pretty much has to be played or seen to explain. Bitterbanana made a speedrun of the game, and it's here
Screenshot:

Download:
Narbular Drop (from official website)

Nexuiz 2.0
Genre: FPS
Price: Free
Gameplay: Similar to Unreal Tournament. "Nexuiz 2.0 has been released! This is another massive update to the game, new features such as a single player campaign with completely new advanced bot AI, five new maps, new particle effect system, weapon changes, and complete precompiled bumpmapping with GLSL shaders. We have also optimized the game heavily, and improved net performance."
Screenshot:

Download:
Direct Download(.zip)
Filefront mirror

Orbiter
Genre: Spacecraft Sim
Price: Free
Gameplay: ORBITER is a free flight simulator that goes beyond the confines of Earth's atmosphere. Launch the Space Shuttle from Kennedy Space Center to deploy a satellite, rendezvous with the International Space Station or take the futuristic Delta-glider for a tour through the solar system - the choice is yours.
Screenshot:

Download:
Download Link
Sound Mod

Planet Penguin Racer
Genre: Racer
Price: Free
Gameplay: PlanetPenguin Racer is an OpenGL racing game featuring Tux, the Linux mascot. The goal of the game is to slide down a snow- and ice-covered mountain as quickly as possible.
It is based on the GPL version of TuxRacer.
Screenshot:

Download:
Download Link

Planetside (Reserves)
Genre: FPS/MMORPG
Price: Trial Period
Gameplay: First Person Player-to-player combat and vehicular warfare. It's generally an MMOFPS.
Screenshot:

Download:
Download (.zip file)

Plasma Pong
Genre: Pong
Price: Free
Gameplay: This is a really cool variation of Pong where your little bar shoots out plasma that effects where the ball goes. Its so trippy that in the read-me it has a photo-sensitive seizure warnining!
Screenshot:

Download:
Download Link

Return to Castle Wolfenstein: Enemy Territory
Genre: Team-based FPS
Price: Free
Gameplay: Wolfenstein Enemy Territory is a stand-alone multiplayer game in which players wage war as Axis or Allies in team-based combat. In Wolfenstein Enemy Territory Axis and Allied teams do battle in traditional single scenarios, or wage war through a series of linked scenarios in a totally new campaign mode. During combat players gain experience and skill, and through battlefield promotions are awarded additional abilities that remain persistent across an entire campaign.
Screenshot:

Download:
Download.com Direct Link

Runescape
Genre: MMORPG
Price: Free
Gameplay: RuneScape is a massive 3D world in which you can fight monsters, embark on quests, interact with other players, or simply explore. The game is open-ended, so it unfolds in whichever way you want it to!
Screenshot:

Download:
Create a New Account (It's a Browser Game)

Scorched 3D
Genre: Tank Sim
Price: Free
Gameplay: If you haven't played Scorched Earth before, you need to. This "Mother of all games" has you determining the correct coordinates of your enemies' tank and plotting the correct trajectory to hit them. It's alot more difficult than it sounds, but it's great fun.
Screenshot:

Download:
Full Installer

Second Life
Genre: Second World Sim
Price: Free for basic membership
Gameplay: If you can make it, you can sell it. If you can think it, you can do it. I'll let it's description on the site better clarify for me:

Second Life is a 3-D virtual world entirely built and owned by its residents. Since opening to the public in 2003, it has grown explosively and today is inhabited by 308,482 people from around the globe.

* From the moment you enter the World you'll discover a vast digital continent, teeming with people, entertainment, experiences and opportunity. Once you've explored a bit, perhaps you'll find a perfect parcel of land to build your house or business.

* You'll also be surrounded by the Creations of your fellow residents. Because residents retain the rights to their digital creations, they can buy, sell and trade with other residents.

* The Marketplace currently supports millions of US dollars in monthly transactions. This commerce is handled with the in-world currency, the Linden dollar, which can be converted to US dollars at several thriving online currency exchanges.
Screenshot:

Download:
Free Basic Membership

Silkroad Online
Genre: MMORPG
Price: Free
Gameplay: I honestly have no clue, I guess I will let the badly translated English explain: "The online game 'SilkRoad' targets the unceasingly active world other than the existing online games which the has built the entrenched world. On the specious Silk Road, the merchants constantly moves for trading and burglars who intend to strip them of goods. In addition, there are hunters who specialize in removing such burglars. On the Silk Road which seems to be static, the hostility and secret strife in which various groups continuously engage for the benefit of their own groups inform the Silk Road world with new life.

Besides, there is no fixed job in the SilkRoad world. All players can freely promote the growth of their own characters by their wills, and change his/her own group to other groups like merchant, burglar and hunter which he/she affiliated with as well as alter his/her character."
Screenshot:

Download:
Client Version 1.01

Soldat
Genre: 2D Shooter
Price: Free
Gameplay: "Soldat is a unique side-view multiplayer action game. It takes the best from games like Liero, Worms, Quake and Counter-Strike and gives you fast action gameplay with tons of blood and flesh. Soldiers fight against each other on 2D battle arenas using a deadly military arsenal. This is what multiplayer was invented for."
Screenshot:

Download:
Download (.zip)

StepMania
Genre: Dance Simulation
Price: Free (You can pay for a CD to be shipped to you)
Gameplay: Just like DDR, but for Windows. You can use a USB Dancemat/pad to play as well, but you can also just use the keyboard.
Screenshot:

Download:
StepMania 3.9

There
Genre: Online chat/Travel game
Price: Free for basic membership
Gameplay: Hard to describe, but I'll try. You can ride hoverboards and compete on stunt tracks, fly around with your jetpack, get into a hovercar and take off to faraway places, play a shoot-em-up game with people, own a pet, own a house, make your own products and sell them in-game. There is amazing and worth a try.
Screenshot:

Download:
Sign-up First! (Step 2)
Download There

Trackmania Nations
Genre: Racing
Price: Free (from what I can tell, all Trackmanias are free)
Gameplay: Fast-frenzied racing.
Screenshot:

Download:
Direct Download

Trackmania Sunrise Extreme
Genre: Racing
Price: Free Expansion Pack to Sunrise
Gameplay: About the same as Trackmania Nations, but with sports cars instead.
Screenshot:

Download:
Trackmania Sunrise Extreme (380 Mbs)

Tremulous
Genre: Online RTS/FPS
Price: Free (Open-source)
Gameplay: Tremulous is a free, open source game that blends a team based FPS with elements of an RTS. Players can choose from 2 unique races, aliens and humans. Players on both teams are able to build working structures in-game like an RTS. These structures provide many functions, the most important being spawning. The designated builders must ensure there are spawn structures or other players will not be able to rejoin the game after death. Other structures provide automated base defense (to some degree), healing functions and much more...

Player advancement is different depending on which team you are on. As a human, players are rewarded with credits for each alien kill. These credits may be used to purchase new weapons and upgrades from the "Armoury". The alien team advances quite differently. Upon killing a human foe, the alien is able to evolve into a new class. The more kills gained the more powerful the classes available.

The overall objective behind Tremulous is to eliminate the opposing team. This is achieved by not only killing the opposing players but also removing their ability to respawn by destroying their spawn structures.
Screenshot:

Download:
Sourceforge Direct Link
Or pick a mirror

Tribes 1
Genre: Online Strategy-based FPS
Price: Released Totally Free to promote Tribes: Vengeance
Gameplay: You have a jetpack and you have an exploding disc launcher. There really is nothing like Tribes. CTF is the main gametype, but there are also others. Shazbot!
Screenshot:

Download:
Tribes 1 download at editingarchive

Vacant Ark
Genre: Side-scrolling Shooter
Price: Free
Gameplay: It's a fast-paced side-scrolling shooter with a twist. You have to defeat enemies to get more power for your main weapon (which automatically charges after a bit). Very challenging, but a good game for those SS-fans out there.
Screenshot:

Download:
Vacant Ark Download (zip file)

War Rock
Genre: Online FPS
Price: Free2Play (Open beta in July states their site)
Gameplay: New updates include vehicles but it's still the same Counterstrike-esque gameplay.
Screenshot:

Download:
Register First for access
Gamedaily download link