Hmm... I think we would all be remiss not mentioning Trent Reznor's contributions to QUAKE.

Castlevania: Order of Ecclesia - Dusk's Holy Mark and most of the soundtrack, but this song... wow.
Star Fox - Corneria
Final Fantasy VIII - Force Your Way
Medievil soundtrack
Streets of Rage soundtracks

I'm bit of a VG music enthusiast and could go on and on.

Raiga Strato Fighter

Arcanum... Half the reason i came here :3

God of War. All of them.

The best soundtrack I've ever heard is from Quake 2 for sure:
http://www.youtube.com/watch?v=nxbE5yaiSYs

Painkiller has some great tracks too:
http://www.youtube.com/watch?v=4wQNzNOhWAc

Unreal Tournament also have a very memorable soundtrack:
http://www.youtube.com/watch?v=1oE8heI-Ozc

Can't forget Diablo and it's haunting music that is stuck in head for years:
http://www.youtube.com/watch?v=vh2ytI3PquY

And very atmospheric Blood Omen's tracks:
http://www.youtube.com/watch?v=DjEGTapQ9b8

It's worth mentioning that Shadowgrounds have a very good score, despite the average gameplay:
http://www.youtube.com/watch?v=uw0Vbg8w9iQ

The Quake II soundtrack will certainly please any metalhead, absolutely love it.
I felt that Half-Life also had a really fitting soundtrack.
From newer games, Starcraft II's soundtrack is brilliant.

This one is from World in Conflict, one of the most underrated RTS games:

http://www.youtube.com/watch?v=OwF9oTij2jY

Such a great piece of music, unbelievable.

And from Witcher 1:

http://www.youtube.com/watch?v=s0I4d9ooz8w

The atmo music from Vizima, very atmospheric and great piece of music. It perfectly reflects Sapkowskis world. Awesome.

http://www.youtube.com/watch?v=ughjjanrYKM&feature=related

all i can think of is starcraft.it makes my hair go crazy

All the GTAs have great music because they chose the best songs from the decade. :) I still play GTA: SA occassionally and love Radio X and The Dust, as well as Master Sounds to a lesser degree.

Thanks for posting Freedom Fighters; it's been forever since I've played that game and you reminded me to upvote it on the Wishlist page.

Oh yes, both Starcraft games had a fine soundtrack, though I have to admit Protoss music gets boring very fast, but Zerg and Terran are great (especially in the 1st Starcraft).

I tend to like orchestral movie soundtracks, and the Ace Combat (console only) games have good examples of this.

The following link points to several tracks
http://tvtropes.org/pmwiki/pmwiki.php/CrowningMusic/AceCombat

My favorite is probably the Ace Combat 5 soundtrack.