So far I have bought:

- Anomaly: Warzone earth

-Penny Arcade's On the Rain-Slick Precipice of Darkness 3

- Mirror's edge

- Natural selection 2

- Dishonored

- Forge

- Hitman: Blood money

One day behind, 50 euros used.... :l

So far I have only bought Ravaged which is on a flash sale for the next 9 and half hours :)

2 players:
- Splinter Cell: Conviction
- Orcs must die 2
- Saints row: The third

Up to 4 players:
- Trine 2
- Dungeon defenders
- Magicka
- Borderlands 2

Up to6+ players:
- Realm of mad god
- Dota 2
- Total war: Shogun 2
- Civilization 5

Some games on this list are not cheap/free but they're worth mentioning :)

You don't miss anything if you go straight to Borderlands 2.

Borederlands 1 is a game with pretty bad level design, boring missions and not that impressive story.
Though it's still quite fun brainless fps if you have someone to play it with.

In my mind Borderlands 2 is rather "Borderlands v2.0" which has the first games mistakes fixed
and is overall way more fun game, even when you play it alone.

Borderlands 2, Portal, Portal 2, Skyrim and The Binding of isaac are the first games that come in my mind