Gran Turismo and Gran Turismo 2 have tremendous soundtracks.
WipeOut 2097 was great also.
GTA was great for the time with all the different radio stations etc.
Sonic, Mario etc tunes still sound great - somehow aren't annoying there decades later!
This is probably one of those where questions where nostalgia plays a large part.
R-Type on the Atari ST for me in nostalgia terms