Kentucky Route Zero
Kentucky Route Zero fought hard in a number of categories in our 2013 game of the year awards despite only the first two of five episodes having been released. It is very good. Even if Act IV isn't out yet.
You can get the season pass (Acts I-III now, IV and V whenever they come out) on Steam for $12.50 at the moment, half of the usual $25 asking price. Well worth it.