Quite many games, can't remember them all, so no list here. But I get all my games legal, I'm against pirated software/games/music/movies/...
Some of the games I recently bought and can remember of (newest on top):
- Assassin's Creed (on Steam for 5$)
- Burnout Paradise The Ultimate Box (Amazon)
- Earthworm Jim 3D and Kingpin: Life of Crime (some Interplay deal where you got one game for free on GoG.com)
- Earthworm Jim 1 & 2 (Gog.com)
- Company Of Heroes (Steam weekend deal in July)
- Grand Theft Auto IV (Amazon)
- Sims 3 (Media Markt)
- World Of Goo (Weekend deal on Steam)
- Zeno Clash (pre-ordered on Steam)
Only two games cost me more than ~14$, all the others have been at a discount or haven't been that expensive when they got released. I think I didn't miss many of the games I got in the list, so it's nearly complete.