For years the game with my absolute favorite soundtrack has been Golden Sun (and I'm counting both Golden Sun and Lost Age because they're basically one game on two cartridges). I guess it's partly because it was a special part of my childhood and I always get nostalgic listening to it, but the music itself is wonderful. And these were on a little GBA! Have some tracks: Click. Click here, too. And here. Bored yet?

Other ones I love are Eternal Sonata (which is about musical things) and both Nier games (who doesn't love 'em?).