There are a ton of free to play MMOs around if you like that. For me, MMOs all feel a bit samey, but there are a couple that are special to me, one being Lord of the Rings Online, which happens to be F2P. But if you want to unlock all of the expansion content and quests, you'll have to do some serious grinding for Lotro Points ingame (which are normally purchased with money but you always get a bit just through normal gameplay without focusing on it), it is possible though, and people have posted methods on how to grind them efficiently.
Cave Story if you somehow haven't played it yet, the OG is free. Cave Story Plus is definitely the better version, though.