If you want a good story and some depth, I recommend Ys Origin and Oath in Felghana. They aren't that long, but they will take you a good few days to get through, the bosses are pretty hard and requires some grinding and you do get some in-depth story. Origin has 3 playable characters with different storylines (like birth by sleep). If you want to increase the length of the game, you can play it on a harder difficulty mode (it will be brutal though).

Cave Story is another good game, it is a bit on the short side but there are different difficulty modes if you want to challenge yourself. The game also has multiple endings. There are 3 total and someone made a 4th ending you could get by editing the game. It is on steam, 3DS, and wiiware. There is also a freeware version of it which is provided free by the person who made it (it only has the original soundtrack and graphics though).