MGS2's scoring is my favourite, the main theme is classic and the ambient IDM tracks that play throughout all the indoor areas are like Warp Records quality material. I really want some rapper to sample the main menu music as well. Also the Dead Cell theme is freaking killer.
Since MMOs were brought up with sanelectric's mention of WoTLK (on a side note, while I wasn't the biggest fan of Cataclysm I thought it brought in some of WoW's best music), I'll share my favorite song from the MMORPG I'm currently playing, EVE Online. This song is relaxing and ambient while yet its melody suggests one is on the cusp of adventure in the vastness of space.
I'm surprised no one has mentioned the Starbound soundtrack. Three of my favorite tracks from it are Vast, Immortal Suns, Planetarium, and what could only be called the Starbound theme, On The Beach At Night:
Vast Immortal Suns. The part that gets me in particular is at about 2:50 onward.
Planetarium. This is one of the first themes you will hear in game. It always plays when you're at the Outpost, a place where you get all of the game's quests once you leave your home planet.
On The Beach At Night. This used to be the Main Menu theme until Chucklefish switched it.
Every song? I do really like the soundtrack, but have to admit there's some stinkers in it.
I don't recall listening to any songs I didn't like in the OST. Most soundtracks have a few great songs and others are just not so good. Also I'm excluding the "Sky" songs from it because I never owned Sky.
Also some of them might be a bit biased because I thought the game was really good (mostly the story) so the songs are tied to the experience I had.
My favorite song from it is probably Blizzard Island (AKA Blizzard Island Rescue Medley).