Free Mario and Zelda for the PC
Zelda Classic has the original NES Zelda quest, plus there are tons of user created quests. I've been playing Zelda's Quest for Link, it's pretty amazing. I can't believe the amount of time and detail that went into these.
Mario Forever is one of the best alternate quests for Mario that I've ever seen. My only complaint with it is that the physics are just slightly different than the NES versions of Mario 1 & 3, but hey it's free.
Also, since we're talking about sidescrollers, the best genre of games IMO, there is a sidescroller version of Halo (Halo Zero). It is kinda like an advanced version of Contra. It's pretty cool.