You're not going to find any really good games that are free to download (and the only way to get them "free" would be illegally (not that I really even care, but still). Any game you download from a website that's legal will be the legal way (which includes using $$).
There are very few games that are even free to download. However, there is one game recently that's become free to download, is MechWarrior 4: Mercenaries is at this website: MekTek Development
Thing is though, the program is annoying as shit to use to download the game. Only other thing with that game however, is it's pretty old, and the graphics aren't really the greatest. But I've been having very good times playing that game with my awesome joystick.