http://www.dragongamez.com/thingthing4.htm (My save file is already here T_T)
http://www.crazymonkeygames.com/Thing-Thing-4.html (More costume choices here)

Thing thing is a side-scrolling shooter with reasonable difficulty. This is the 4th in the series (besides the arenas) You dont have to go back in play 1-3 since the story is explained here.

Tip: Just because you cant see your exact health doesnt mean your invincible. Running is always an option.

Have fun!