Download Cave Story
Cave Story (Japanese)
To play this in English you will need this and the English translation patch listed below.
Cave Story Deluxe Package (Updated)
(contains PC & MAC versions fully translated, guides, useful programs and much more!) Still no Mac installer though.
Various Cave Story Ports
To play these in English you will need the English translation patches listed below.
These need to be applied to the relevant main download listed above.
Cave Story X by Xport
(Links to a page giving instructions on how to download this Cave Story port using mIRC, no direct link sorry)
Note: Some users report slower gameplay/lag.
Note: More of its own game than a port due to incredible limitations.