That's a toughie, for sure. I'd say that's a tie between EU1V (surprised?) and Mega Man 7. Both of those games have epic OST's and i love listening to them after a long day. 

This will be a tough one for me, but right now I am going to have to go with the music from Persona 4 Golden because I love and know pretty much every single song from the game.

For me, I don't have a specific favorite, but can I list my favorite VGMs?

-------------------
Sonic Heroes - Casino Park (10.8 beta, not the final version)
Sonic Adventure DX - Twinkle Park (first part)
Sonic Adventure DX - Twinkle Circuit
Sonic 1 - Star Light Zone
Knuckles' Chaotix - Door into Summer
Super Mario Bros Deluxe (GBC) - Underwater
Super Mario Bros Deluxe (GBC) - For Super Players ending
Pokémon G/S/C - Goldenrod City
Pokémon Puzzle Chalennge - Totodile's theme
Sonic and the Secret Extended Edition (v4.2) - unused "Chaos Angel Zone" BGM
Kirby's Adventure (NES) - Ice Cream Island
Puyo Puyo (GEN) - Theme of Puyo Puyo
Sonic 3D Blast (GEN) - Credits
Sonic Heroes - Team Rose's theme (Follow Me)
Sonic Heroes - Team Sonic's theme (We Can)
Kirby's Epic Yarn - Mushroom Run
Dr. Robotnik's Mean Bean Machine (GEN) - Exercise
Sonic Heroes - Hang Castle (normal)


Whew, that is a lot! If I were to have a specific favorite, that could be Hang Castle from Sonic Heroes or Totodile's theme in Pokemon Puzzle Challenge.

That's hard for me to say, there are so many tracks I love.
But some soundtracks I always like are the one in the Mario & Luigi series, in Wario Land games, in Shantae games and in Zelda.
Pokémon and Plants vs Zombies do a pretty good job too, but not as much as the ones mentioned above.
Since I am playing the Mario & Luigi games at the moment I'll list some of my favourite songs from every game:

Superstar Saga: Stardust Fields, Popple battle theme, Hoohoo Village, Chucklehuck Woods, Oho Oasis, Beanbean Outskirts, Starman remix (from a minigame), Bowser's Castle, Cackletta talking theme and every Cackletta battle theme (she has three themes!!!).

Partners in Time: Yoshi's Island (town and rest of the island), Hollijolli Village, Koopaseum, Yoob's inside, Gritzy Desert, Peach Castle, Toad Town, Thwomp Volcano (outside and inside), final boss music, Bowser battle and the Baby Bowser theme.

Bowser's Inside Story: Normal battle musics (Mario & Luigi + Bowser), boss music, final boss music, Toad Town music, Bumpsy Plains, Plack Beach (inside Bowser), Bowser Castle (inside Bowser), caves, Fawful Castle (inside Bowser), minigame music and Dimble Wood.

Dream Team Bros (I don't have this game but heard some tracks): Normal battle theme (inside Luigi dream and normal world), boss battle, giant battle, Antasma theme. Most I heard was battle themes

Stevie 764 : Holy crap dude! That's a LOT of soundtracks.

juuldude : I love the battle theme with cackletta's soul.

zanderlex : of course you would choose player 4's soundtrack lol.

tornadocam : never listened to any of them. haven't really tried any Megaman X games.

Mega Mewtwo X : What the heck are you talking about?

zanderlex : I think he meant Persona 4.

Mega Mewtwo X : Yeah, that's a really cool one with a lot of rock music but also music from her normal talking theme. Bowletta also sounded really scary and tense.

zanderlex : P4=player 4.

juuldude : eh, that's the only one i really listen too. i think i heard that one though.

http://www.youtube.com/watch?v=t0_uJ7MUFJ0 This is the Bowletta theme.

http://www.youtube.com/watch?v=yZoVIWHgPn8 This is the Cackletta soul theme.

Mega Mewtwo X :

juuldude : No he didn't. Look.

zanderlex : Yeah, I saw what he said. Thanks for telling again though.

juuldude : Maybe hr was just tired, its well past his bedtime.

Well that was a load of spam any others with a fav soudtrack?

I'm a big fan of Go Shiina as a composer and his best two soundtracks are probably Tales of Legendia and Mr. Driller: Drill Land. Otherwise, Kid Icarus Uprising, Final Fantasy VII, Chrono Trigger, and although it gets overlooked because it's mostly rearrangements, Super Smash Bros. Brawl's soundtrack is amazing.

I love this thread already I basically love almost every game i've played soundtracks like the 
Final Fantasy soundtrack from every game
Rhapsody a musical adventure *the singer in this game is the best*
Ib love all songs in here cause they were chilling and sweet.
the Chrono series
and last but not least the Tales of Series Vgm's 
I would say that would sum it up.

zanderlex : I think posting in here 4 times is considered spam.

Edit summon fail

I love the soundtrack from the Sims 1. I recently started to play it again and I almost forgot how much I liked it when I played it in the past. It has lots of classical and upbeat songs in its soundtrack.

http://www.youtube.com/watch?v=ujAUJN-VR8M