Note: This list is compiled by one person, so it features a few oddball picks, and games that didn't release this year but I played this year are also included in the list. The list is in no particular order. The platform I played it on is listed as well.
Knytt Underground - PC (Steam)
A rare game with a magical flair. This game is pure exploration. You play as a mute girl, accompanied by two fairies, one cheery and the other grim, and while you're initially just others problems, in the third chapter you are let free to discover the giant cave system all by yourself. Backed by an ambient soundtrack and a very lush detailed world, and a detailed and clear inventory system and map, this simply is one of the best games you can play if you need a rest from all action packed or hand holding games that are now the standard.
Sonic & All-Stars Racing Transformed - PC (Steam)
Best described as 'Mario Kart without Mario'! It has an amazing soundtrack, an actual Career mode instead of just 'Grand Prixes' as in Mario Kart, and some more interesting game design choices. Lots of SEGA classics are well presented, and although I'm not a great SEGA fan myself, it is very interesting to see such varying surrounding in one game.
Sequence - PC (Steam)
How about a rhythm/RPG hybrid? That would be Sequence. In this completely voice acted game, you battle your foes on the beat with DDR-style gameplay. The soundtrack is amazing, there are interesting ideas regarding battles and experience, and the story is both humorous and serious.
Kirby Triple Deluxe - 3DS
Kirby does it again- a cheerful game featuring puzzles, switching between the back- and foreground and the famous Copy Abilities. Kirby Fighters is genius, collecting key chains featuring sprites from past games in the series is fun, and there is a lot of inspiration present from Super Star.
Guacamelee! STCE! - Wii U
This game is not easily summarize-able. It has wrestlers, Mexico, lots of references to other indie games, chickens, throwing enemies into other enemies, surprisingly tricky platforming sections, pretty epic bosses and collectibles everywhere. Even if just one of these things grab your attention, you shouldn't get around this game.
Kairo - PC (Steam)
An exploration game at heart. Figure out how to get things to work, and when they do, figure out how they work. Bring life to the world around you by solving all kinds of epic puzzles.
Child of Light - Wii U
An artistic experience. It looks gorgeous, sounds beautifully and grabs your attention until the very end. Although exploration is important, it's the battle system that spikes a lot of interesting ideas. I only hope we are going to see more games like this, because I believe that this is exactly what a game should be- a wonderful experience like no other.
Theatrhythm Final Fantasy Curtain Call - 3DS
I'm not a Final Fantasy fan, but even if you just like rhythm games, this package has it all for you. 220 songs, all provided with three difficulties to play on, a quest mode which plays more like a traditional RPG and an local and online battle mode will make sure you keep playing this game for a long while. I'm still playing this reguarily for three months now.
Smash Bros. for Wii U - Wii U
I don't think this needs any introduction, right? Whatever: Smash Brothers is one of the most polished games to be released this year. It overflows with content, with almost fifty fighters, superb stages and lots of extra stuff. Especially the large music collection, with over 400 pieces ranging from arrangements to original music, impresses me.
Shovel Knight - Wii U
Manages to take a the retro challenge to a modern experience. A charming cast of characters, challenging stages and lots of little surprises, relic weapons and puns. Backed by virt's extremely good soundtrack.
Beside the awesome experiences listed here above, I'd also like to specially mention these games:
Mario Kart 8, Braid, Donkey Kong (Gameboy), Pac-Man Championship Edition DX+, Super Mario Bros. Deluxe
FRACT OSC, Etrian Odessy Untold
And here's a list of games that (most likely) release next year that I have high expectations for:
RIVE, Even the Ocean, whatever Choice Provisions is working on, whatever Tomorrow Corporation is working on, Etrian Odessy II and V, the new Zelda
Edit: Just a small rectification- I've just finished To the Moon and it's fantastic. Also playing Transistor right now.