My favorites are the Final Fantasy Piano Collections.
though specific (piano) favorites are:
FFX - Yuna's Determination (it's a pretty song. nice and slow, but it has a weird timing at a crescendo that sounds amazing but I can't get my fingers to play it right.)
FFX - To Zanarkand (I can play this:D)
FFX - Ending Theme
FFVII - Aerith's Theme
FFVII - Tifa's Theme
FFVII - Those Who Fight (I want to learn it, but my God, it's insane! 5 pages, with repeats, in under 4 minutes! Arpeggiations, "runs", chromatic scales...)
From Halo Series OSTs Mainly 1 and 2:
Brothers in Arms by Martin O'Donnell, Michael Salvatori
Never Surrender Niles Rodgers and Nataraj
Follow (1st Movement of the Odyssey) by Incubus
Final Fantasy 7-X2
Ace Combat 5,X(Alect Squadron),6
Metal Gear (All PS1 and up minus the opening theme for 3)
Twisted Metal (hit and miss at times)
Parasite Eve 1,2
All Resident Evils
Heh, I collect game soundtracks in lossless, mostly from PC games that ever had soundtracks released in CD audio quality.
As usual top place takes Blizzard with it's amazing game soundtracks, and latest truly orchestrated version called Echoes of War is simply amazing.
Of unique and special soundtracks I recall Trent Reznor work on Quake. Eerie ambient tracks with first one having short but heavy and bombastic introduction. Listen to it here. Sonic Mayhem did great job on Quake II soundtrack as well, tracks like Descent into Cerberon are both catchy and perfectly fitting the game. So goes to Quake 3 Arena too, where he collaborated with industrial/EBM veterans Bill Leeb and Rhys Fulber of Front Line Assembly fame.
Quite naturally comes to mind Frank Klepacki and C&C series soundtracks. Just nothing short of being awesome.
Unreal as well as UT had amazing and memorable tracks. Expressiveness and how naturally they were supporting visuals made experience even richer.
Legacy of Kain soundtracks by Kurt Harland (InSoc).
Planescape: Torment soundtrack by Mark Morgan. Fortress of Regrets theme.
Well, more than half of my iPod is made up of video game soundtracks. I'd have to say that my favorites are the OSTs from the Myst series (Myst, Riven, Exile, Revelations, End of Ages, Uru) and from the Halo series.
In fact, I'm listening to "Beginnings - Yeesha" from the Myst 5: End of Ages soundtrack now.