Zer0 Sum tells the best story and introduces the best characters in the Borderlands series. As a Telltale game, the humor tends to fall a bit flat at times, and it lacks the drama Telltale do so well.
Shovel Knight was fun for a while, but it didn't do enough to keep my interest the whole way through. A very good old school platformer that doesn't do enough to earn a place in modern gaming. If you're feeling particularly nostalgic, go ahead, otherwise you might want to play something a bit more ambitious.
Echoing classic horror stories from authors like H.P. Lovecraft, The Vanishing of Ethan Carter is a wonderfully unique experience. It's not without its faults, but if you can get past the shallow story and gameplay, you'll be in for an immersive treat.