Arkham Horror is a fantastic game.
There's a new brand of board games called "designer board games" which are incredible. Very complicated and very fun. Arkham Horror, for example, takes about an hour to set up and three or four hours to play. But with the right group of friends, it is superb.
As for
Cthulhu Saves the World, I haven't played it, but I did play that studio's other game,
Breath of Death VII: The Beginning, which was a hilarious retrospective of old-school RPG's. You can get them both on Steam for three dollars or so, but they're also available on Xbox Live for $1 each.
Both great indie games, and well worth your time.