I may be biased, but I of course find Sonic music in general pretty awesome(hence it's large contribution to my library), especially the final boss music. The only main game final boss tune I didn't really like was Solaris Phase 2(kind of awesome at parts, but it just can't compare to Open Your Heart, Live and Learn, What I'm Made Of, I Am(All of Me), With Me, or Perfect Dark Gaia), and Seven Rings in Hand(again, awesome at parts, but it just can't compare in epicness).
Zelda and Jak and Daxter have fairly good soundtracks as well...
And pretty much all the awesome strategy games do of course! Nothing makes a siege more interesting than bloody, brutal and tense music! Rome: Total War's battles are worth fighting manually simply for the music alone.