Unreal and Deus Ex are my favorites, followed by the FS games and Lemmings (the Mac version, which had far superior music). There is also one track on the Descent 2 vertigo CD that I particularly like.
Which track would that be? I like New Song #1 (what a name that is)
"Are You Descent" on the Infinite Abyss CD is quite good, too. And of course, D1 was A1 supar.
Props to you for saying Lemmings. Nothing like some upbeat music to bounce to while the little lemmings die in the most amusing ways.
Freespace 1 had a lot of good tracks, though I can't recall any specific names at the moment, and FS2 had some good ones as well.
And I'm surprised that nobody has said Kingdom Hearts yet. I simply love the soundtrack for that game. (KH2 even more so, though some of the remixed tracks like "Scherzo Di Notte" seem less intense than in the original).