The Legend Of Zelda is my fave. From the instrumental tunes (wind waker/ocarina tunes etc) to the actual environmental tunes (The song of storms inside the mill, the Zoras domain, the intro music, the epic Hyrule theme etc)
The ambience "music" , and the music parts from Ico are also very memorable for me.
Nobuo Uematsu's music is also excellent. "Otherworld" from Final Fantasy X (the blitzball intro scene) is incredible rock music and I wish he'd do more hard rock like this. I'd buy every one of his albums.