Right, I'm probably gonna end up doing a few of these, so don't kill me if I keep bumping this thread.
First and foremost is easily Silent Hill 2. No soundtrack comes close in terms of memorable songs, both catchy and ambient that work in-game and out. The ambient songs reflect the game's mood of loneliness and isolation perfectly, while the catchier more upbeat tunes cover a range of moods and are great for humming along to. Picking highlights is particularly difficult, but I've chosen the first and last tracks on the album, Theme of Laura [http://www.youtube.com/watch?v=qKPOGJvhAII] and Promise [http://www.youtube.com/watch?v=6qalGezr76o].
Next is the Deus Ex soundtrack. The electronic industrial sound perfectly suits the cyberpunk atmosphere of the game, while being dark enough to convey the plight of the in game characters and the decaying urban dystopia they inhabit. The choices for highlights were an easier pick this time around, as the Main Theme [http://www.youtube.com/watch?v=hjQ-3TSfQZo] is catchy, and manages to sound like the theme to a futuristic thriller movie. My other choice is NYC/Hell's Kitchen [http://www.youtube.com/watch?v=RII48begYQ0] because it's ambient yet strangely catchy, and the best atmospheric music of the game.