Already had the ones I'd nominate like FFVII and Wipeout 2097, Frank Klepacki (first C&C's OST being my favourite), GTA...
Another game with a superb yet spooky soundtrack was The 7th Guest:
The second CD installation disk also had a whole album on it:
Someone's already mentioned Deus Ex 1. Also love this track. A rare relatively upbeat backtrack in the game:
I'm also now recalling how back in the day game disks worked in regular audio CD players - GTA 1 on the PS1 and Wipeout 2097 come to mind. An awesome touch.