I made a big mistake last night. I bought Shadow Complex from 360 Arcade. Then I played it a little bit. And by "a little bit" I mean: "When I looked up for a second, it was 2:45am."
If you can imagine Super Metroid crossed with Splinter Cell, and just as awesome as that sounds, you have Shadow Complex. There's also a strong Castlevania: Symphony Of The Night flavor to it, except in a sci-fi setting instead of a fantasy one. Needless to say, I highly recommend it. This is an insanely good game for $15.
Here's a map of all the items, with linked YouTube videos on how to get each. Don't even bother looking at it until your health hits 400, though, as you'll only have only seen about 1/10th of the map at that point.