Firstly dont worry what format theyre in, i think tzx files are the actual tape files but considering fZX32 loads all games in 'quick' format it doesnt matter if theyre the real tape image or not.
http://www.worldofspectrum.org/ is the best site out there
Great friendly forums and if you go to the games archive....
http://www.worldofspectrum.org/games/index.html
Theres about 5000 games to download, before anyone starts getting on their high horse these games are allowed to be distributed and have permission. The games which havent got permission you cant download sadly.
When you play a game try to select Kempston as thats the default joystick fzx32 uses.....
Some great games are...
Alien 8 - Amazing game, considering the games 20 years old the 3d graphics etc were amazing back then. BUT its denied for distribution so you'll have to do a search on the net for that one.
Bruce Lee - Great platform / puzzle game, very addictive
Batty - Like others have said, great arkanoid clone
Bombjack - Excellent conversion of the arcade game
Bubble Bobble - Great arcade conversion, amazing they can do this game in just 48k
Chuckie Egg - CLASSIC platform game, very early game, very simple but brilliant.
Cobra - Great shoot em up based on the Stallone film kind of !
Commando - Great conversion of the arcade classic, also try 'Who Dares Wins II', 'Ikari Warriors' and 'Rambo' if you love these sort of games.
Critical Mass - Nice game, similar to the 'Dune' film
Saboteur - Great game
Rollercoaster - Great platform game, same as Dragons Lair on the Gameboy but this is the original version.
Dynamite Dan - Great platform game
Flying Shark - Monochrome but great vertical shoot em up
Lightforce - Colourful shoot em up
Green Beret - Excellent version of the arcade game
Ghost n Goblins - Great arcade conversion
Highway Encounter - Very original 3d type of game
Head over Heels - Great isometric 3d game
Jet Set Willy - One of the most famous Spectrum games ever, very early platform game, classic
Manic Miner - The prequel to JSW, basic platform game but brilliant, very old game
Ultimate were one of the best companies but their games are denied distribution but if you search on the net look for these names...
Sabre Wulf , Atic Atac , Jetpac , Knight Lore, Alien 8. Cant tell you what sites to get them from though !
Paperboy - Nice arcade conversion
Quazatron - Very original game
Robocop - Huge hit on the Spectrum
Renegade - Bit like Double Dragon
Starquake - Great game , exploration type of game
If you search the World of Spectrum forums and website theres a list of top 100 best games, top 100 favourite games, has a review for every game etc. Its a great site
Along with the C64 (And Amstrad) the Spectrum was huge in the UK in the 80's, file sizes are very small so you can try tons of games. Okay these games might not have mind blowing 3d graphics or amazing tunes but the playability which to me is number 1 is amazing.
Just think back then we had to wait 5 minutes or so for the game to load from tape !! You dont know how good you've got it !!