Everyone will suggest Touhou because it's Touhou and Touhou is great, but here's some non-Touhou if you've already Touhou'd enough Touhou.
Jigoku Kisetsukan - free on Steam, has 6 playable characters with different shot types and play styles, cool pixel graphics and a groovin 8bit soundtrack including our very own Featured Artist LukHash (who is very cool btw).
Hurricane of the Varstray - ludicrous sci-fi story that makes no sense but character interactions are really cool, music is badass, ships are somewhat customisable and your have a super / special that literally turns them into a freakin black hole for a short period of time. Also you get 12 stages instead of the usual 5-6 which is nice.
REVOLVER360 RE:ACTOR - Has a unique perspective / camera rotating mechanic which allows you to line up better shots, target hidden enemies and weave out of inescapable situations. Great if you're looking for something completely different in the bullet-hell genre.