Here's a list of games that could be considered "hidden gems", that I've played and ejoyed:
Ico- people always talk about Shadow of the Collosus, but I think think that Ico is a better game.
Mark of Kri- Pretty good game, not great in my opinion, but worth a look.
Killer7- You should have an open mind for an extremely different kind of game design, because this is what you are going to get in here.
Prince of Persia: Sands of Time- If you want a more action-packed version of Ico, but without the artistic value, look into Sands of Time.
Freedom Force- great squad-based, super hero, strategy game. You can find it for $2 on Amazon.
Beyond Good & Evil- This is actually my favorite video game that i've played. It borrows elements from Prine of Persia, Legend of Zelda, Splinter Cell, Pokemeon Snap, and Hydro Thunder.