Not every role playing game is sold in stores, or even online. There are plenty of great games that are completely free available online. This article will list some of my favorite free games. I won't bother with "intro" rules that you can download, but only complete games that are totally free of charge.
The king of the free role playing games, Risus is a system that can be used for any genre. The author really intended Risus to be used for comedy, but it can also be used for more serious games.
Risus is a bit free form in its character creation, which is often difficult for veteran role players to get used to. Role playing newbies usually do better with Risus than people who have been role playing for years. Each character is described by a cliché. A cliché is simply a phrase that describes some aspect of the character. Each cliché is also rated by the number of dice you roll when using it (more is better).
The ideal cliché describes a set of skills along with any associated background and quirks. For example, while you could create a character who was an "Archaeologist (2)", far more interesting and useful is "Reluctant adventurer archaeologist trying to keep her university solvent (2)". The second version gives a better idea of who this character really is, and her motivations for doing what she does.
Risus is a lot of fun, and highly recommended.
The Pool is even more of a departure from traditional role playing games than Risus. The Pool is a narrative game, meaning that players can contribute significantly to the story, perhaps altering the plot from what the GM had intended.
But only if the player succeeds in his roll! If she fails, then the GM gets to narrate the outcome, and the chances are good that things will not turn out well at all.
Narrative games can be great fun for the GM, who becomes less of an omniscient director, and more of the "person playing all the non-player characters". There can be twists that surprise the GM and have her scrambling to figure out how the NPCs would react.
Fudge is more traditional than Risus or The Pool, in that each character has attributes and skills. Attributes are rated in terms, however, such as "Good", "Poor", "Superb". There are special dice to be used, too, that have plus signs and minus signs on them. So the best roll you can get on four dice (what you normally roll) is +4, and the worst is -4. The dice roll modifies whatever attribute or skill you're using, so you end up with a final result.
Fudge can be a bit tough when you first play it, because of the need to mentally translate terms and modifiers. For example, "Good+2" is "Superb", because the scale upward is "Good", "Great", "Superb".
Fudge excels at quick play, when you don't really care too much about the details and are willing to "fudge it" now and then for the sake of a fun game. If you really want to get into realistic rules, Fudge will make your brain hurt until you get used to translating and subtracting in Fudge terms. For example, a realistic attack would have both characters roll and come up with results. The results would then be subtracted to get base damage. So if one person ended up with "Good+2" and another with "Superb-3", you'd have to be able to arrive at a base damage of 3. That would then be modified by the weapon used and any situational modifiers.
Play it quick and fudge it, though, and Fudge is a great system.
This is only a sampling of the free games available. Explore out on the Internet, and you never know what you'll find!