Yume Nikki
Collected 25 effects, saw ended. Finished. Explored, went to outer space.
Of course, I applied the bicycle bug for increased speed, but I enjoyed every moment of that game.
It's best to play alone at night too, I think my conscience likes it, as strange as that might sound.
Well, actually, it's more like it awakens my childish (?) sense of curiosity.
To me, the game is more about what you think is happening / has happened / what will happen. It encourages the player to come up with his / her conclusions. The game already gives you a start of what's going on, but it also leaves a bunch of hints and symbols for you to think about what is going on. You put yourself in Madotsuki's shoes, and you walk in what becomes your world; instead of controlling some character for the purpose to reach the ending.
That said, it's a different kind of game that has a different type of goal in mind. Maybe that's why many don't like it. But that is the reason why I do.
I found this game far more interesting than I found scary, actually. I'm almost out of save slots as well, I mean, there's just so much to look at.
Music: It's obvious that it's just a simple loop for each world / area you tend to be in, but almost all of them has it's own ominous feel that I really can't stop listening to. Not the type of thing you'd put into your music player, but for exploring / background music, it's perfect.
Hell, sometimes it's not even music, it might just be a sound that it looped over and over.