All the music from Shadow of the Colossus. I like a bunch of other pieces as well, but as a whole, SotC really stands out.

The Credits Music in Super Mario 64. After you defeat Bowser.
Bolero of Fire from OOT
Song of Storms from OOT
Terokkar Forest from WoW

Luckily, almost all my favorite videogame music will be in Brawl haha.

OOT music, the MGS3 theme (dunno if that's in Brawl, but whatever), the Metroid Prime opening song, as well as other Metroid Prime music. And the Brawl theme, in Final Destination form...man I can't stop listening to that already.

Shadows of the Colossus is great...I really like the battle songs.

Too many to list, but damn near every track from OoT, MM, WW, and TP are in there, as well as the main theme from MGS2. The Hell March from C&C: Red Alert kicked ass as well.

Portal: Still Alive. Pure genius.
Also, not music as such, but the radio ads in the GTA games.

Something from Megaman 2. Hard to pick what, but Megaman/Rockman 2 has a truly amazing soundtrack.

Super Mario Galaxy - Good Egg Galaxy and Gusty Garden Galaxy are the best themes I have ever heard. The rest of the game's music is also awesome, of course (except the Purple Coin theme).

"Wicked Child" - level three of the original Castlevania
Check out a remix here: http://www.ocremix.org/remix/OCR00252/

The halo 2 Title screen theme...nothing like staying up to 2 am about to fall asleep and u listen to that

All FF and Zelda Music pretty much
Guilty Gear music (Favorite one has to be Holy Orders from that)