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
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: Ravenworks' GBA port was dropped back in 2006 in favour of the DS port. These tech demos are listed here only for the sake of completion and are unlikely to result in a complete port.
Note: Again, these tech demos are listed here only for the sake of completion and a complete port is unlikely seeing as the DS port is under an indefinite hiatus.