If you haven't heard, N+ is coming out on XBLA tomorrow. I just downloaded the original N Monday, and it's one of the best games I've ever played! In high school, I saw people playing this during class, and I would wonder what all the fuss was about, and now I know. It's very challenging, similar to Contra, but very rewarding as well. I've never played a game that helps build your skill level so much, and gives you a sense of accomplishment. If you're new to this, you'll know what I'm talking about if you get N+, on XBox Live tomorrow, and coming soon to the DS and the PSP!
My advice to newcomers trying this out is be prepared to die. You will die a lot, and you might want to kill yourself if it gets too hard (you can do it with one button, but use it only when necessary!). But the payoff is worth it!