all my favorites have already been mentioned here but I still laugh whenever I play the Enviro-bear music in my head
I like all the music in dj mix tour I couldn't really have picked much better myself and my all times favourite track darude - sandstorm is in there so that probably swung me a little. Don't know if this type of game counts though if not I'll go with ridge racer accelerated.
My favorite is probably Bit Pilot, but there are lots of other great ones...Space Invaders: Infinity Gene, Dodonpachi Resurrection, Zen Bound 1 & 2, Hook Champ...there are lots others I'm just not thinking of right now.
Another vote from me for Bit Pilot- i love the chiptunes! Also, adding a vote for Canabalt, although in my case, the track 'Mach Runner' is probably my favourite. I'm also a fan of the Street Fighter IV soundtrack- did it get mentioned yet? The main menu and character select tracks are great, as is the volvanic rim stage theme.
To add to the list, Pac-Man Championship Edition! I love how the music gets increasingly frantic as the gameplay becomes faster. I played Space Invaders Infinity Gene quite a while back but iirc it had fantastic music. Numerous Square Enix titles have great music too, I haven't got around to starting Secret of Mana but old snes reviews mention that it has a memorable soundtrack so I'm looking forward to that.
Eustrath Phoenix wright Asphalt 5 and upcoming game, FF Tactics. I even have the album of original soundtrack of this game.
Playing Thumpies again today, love the music in it and wish there was a soundtrack available. Love the textures in it's music. Other games that I love the music in are: (in no particular order) The Incident - just plain awesome! Pix 'n Love Rush - every time I see this one pop up on the forums, the menu music sticks in my head! The Quest - Fairly low quality music, but well composed. Doom / Wolf 3D - these tunes are more or less permanently burnt into my skull. Bloons - one of those tunes that won't leave your head once it gets in there, I've booted up the game just to listen to the music in the car sometimes... Rolando / Rolando 2 - groovy. Cubed Rally Racer - how can you go wrong with 8-Bit Weapon? Jelly Car - all three are good, but the original has the best tunes IMHO. The Horrible Vikings - Love the background music. Pac 'N Jump - Great remixes. Pew! Quitit! - repetitive, but catchy. Got it on MP3 from beta testing the app. Sonic Spinball - got this one on the old Sega Tunes CD Honorable mention: Comic Bakery (since I've got it on iOS in SID Player...)