Oh man, these are always good. There are some really good ones, so it's hard to choose.
Persona 3:
Persona has one of my favorite soundtracks ever. It can be really hip and fun, really dramatic, or really pensive and thoughtful. Most importantly, it's great at setting atmosphere. Part of the reason is because the music starts out poppy and fun, but as the game goes on, and the story becomes more somber, the music changes with it. However, there's a single moment that stands out more then the others. It's small, but it's the moment I rememebr more then any other. It's when you go to the shrine, and everyone just stands there thinking. It's not dramatic, or hugerly importent, but it was a great mood setter. I actually set the controller down and sat there for half an hour. Wow.
FF7:
Love it or hate it, FF7 had one hell of a soundtrack. It could be small or intimate, or large and epic, as needed. Also, it had the greatest boss theme of all time (both of them). In all, though, I think Tifa's theme stands out most.
Kingdom Hearts:
Just...
damn.