How old are we talking about? If 1995 is okay, then:
Warcraft 2 soundtrack is pretty amazing.
C&C: Tiberian Dawn soundtrack too

Nice tracks were already mentoned ... like the whole straylight things (raptor, Unreal Tournament, Tyrian)

I second the HELL MARCH from Red Alert, as well as "Radio".
Command and Conquer had also that "Menchanical Man" and "Just do it!" - Frank Klepacki did there some magic, imho. He also did the NOD credits song with his band "I AM" \m/

Crusader No Regret has some fine tunes to.

The HOMM 1-5 have also some realy nice pieces - for sure.

I loved the music from Startopia. I ripped apart some games for the music. In fact I collected 25+ GB of that stuff (but across all platforms - C64, Amiga, Nintendos, Segas, PC, PSX). Lately I do not play that much anymore and my "hunting skills" got a bit out of shape.

*diggs into his archive*

I need to mention these games for the music they have: Age of Empire, Age of Wonders, Ascendancy, Battle Isle 2, Descent, Dune, GTA 1, Knights & Merchants, Leviathan The Tone Rebellion, Lost Eden, McGees Alice, Might & Magic 6-8, Monkey Island ;) , No one lives forever, One must fall 2097, Operation Flashpoint, Pinball Dreams, Re-Volt, Serious Sam, Shatter, Splice, Oblivion, Total Annihilation, Uplink, Warcraft 2, X - Beyond the frontier.

Alas, no, I didn't compose MW2's soundtrack. There aren't many soundtracks I liked as a kid that I still like today, though. MW2 is one of the exceptions. Not a single track is less than exceptional, and it has music to suit any mood. Well, almost.

Also, Arma 2 has a surprisingly good soundtrack, with a few real gems (especially 'Reforger' and 'To War').

Any old Epic games:

Tyrian (get it from the GOG free version)
Jazz Jackrabbit
Epic Pinball

Yes it is. Used to listen to it while playing Master of Magic, and the two are inseparably linked in my mind now :)

Age of Empires has a good soundtrack. It's even one of the few gaming soundtracks I sometimes listen to, as is Rise of Nation's. Another song I like: Dungeon Siege main theme (extended)

Unreal, Unreal Tournament, Deus Ex, or a lot of older PC games that used the MOD tracker music format sounded great. I also love a lot of older MIDI soundtracks that were made to play on the Roland Sound Canvas such as Duke Nukem 3D with my favorite tune from the game right here:

http://www.youtube.com/watch?v=ogg0zE-JxsI

The very first Warcraft game had one tune that got etched into my brain:

http://www.youtube.com/watch?v=KOV-VbRzxaU#t=283s

and especially this part of it:

http://www.youtube.com/watch?v=KOV-VbRzxaU#t=454s

And of course Starcraft:

http://www.youtube.com/watch?v=pNt0iVG2VOA

Age of Wonders! Listen to the first 3 minutes and i guarantee you will be hooked!
http://www.youtube.com/watch?v=9o-7rPnZhXo