DayZ

You need ARMA II: Combined Operations. It's $30 on Steam. Supposedly you can use the free version of ARMA II and buy Operation Arrowhead for $20 and still be able to play DayZ, but it is not recommended.

This page is really useful:
http://www.dayzwiki.com/wiki/How_to_install_DayZ

I suggest using the Six Updater method. It has worked for me, at least. Here's a tl;dr version from Chruser:

TL;DR is to install ARMA II, start it and exit from the main menu, do the same for Operation Arrowhead, then download Six Updater ( http://www.dayzmod.com/?SixUpdater ), and install DayZ with it. If you're doing this via Steam, you may have to verify the integrity of your game files, and/or start Steam as an administrator to be able to launch Operation Arrowhead. Or more rarely, you may have to install DirectX 9 due to some files that are missing from newer DirectX revisions. If you're using Steam, you can add "-mod=@dayz" sans quotes as the launch options to Operation Arrowhead, then launch Combined Operations. (But launching with Six Launcher is okay, too, even if you may not get the Steam overlay.)

I'm going to try to put up a resource thread (links to useful things like this, and a map, item database, etc) and a beginner's guide today or tomorrow. I'll probably break up the beginner's guide into a lite version and a more detailed version.