Pretty much every single Mega Man game has great music - I have so many favourite tracks from the series that it would be very difficult to list them all! (A pretty obvious one, though, is
http://www.youtube.com/watch?v=bPTG7x4LgSw, which is Prometheus & Pandora's theme from Mega Man ZX, along with their theme from Mega Man ZX Advent,
http://www.youtube.com/watch?v=NscuHPnHqbs, which is a remix of Trap Factory, and
http://www.youtube.com/watch?v=Z0xgW9fP4bg, a remix of both of those tracks which appears on the album "Rockman ZX Soundsketch - ZX Gigamix"; Of course, these are favourites amongst many, many, many others.)
Donkey Kong Country 2 - Diddy's Kong Quest also has a truly fantastic soundtrack. It sets the backdrop for the piratical epic that the game is *perfectly*. The soundtrack for the original Donkey Kong Country is also pretty great, but I never felt that Donkey Kong Country 3's soundtrack was quite up to the standard of the other two (though it does still have some good tracks in it). The new tracks in Donkey Kong Country Returns are great, as well - they're the stand-out part of a soundtrack that was unfortunately mostly just anaemic remixes of the original DKC's music.
Diddy Kong Racing's music is surprisingly good, too, and it fits in with the originally-intended theme park setting of the game (which was how it was meant to be before the story was changed prior to release - when you view the game with the knowledge that the location was meant to be a theme park, instead of someone's curiously-racing-themed island, it makes much more sense in context). The added tunes in Diddy Kong Racing DS are great, too - the new Jungle Falls track is perpetually stuck in my head lately.
The theme tune from Scooby-Doo & Scrappy-Doo for the Commodore 64 is excellent, as well. It's well worth listening to, as it's an original composition rather than a SID conversion of a TV theme tune. Special mentions also go to the C64 versions of the Dizzy games (ESPECIALLY Magic Land Dizzy), Little Puff in Dragonland, Jack the Nipper II: Coconut Capers, The NewZealand Story, Ninja Rabbits, and Short Circuit, as well as Ocean Loader 5. Some truly superb SID music going on, there!
Last, but certainly not least, the truly epic soundtracks from Star Fox and Star Fox 2 for the SNES are truly brilliant, and the few new (i.e., non-recycled-from-Star-Fox-64) tracks in Star Fox Assault (GameCube) and Star Fox Command (DS) are very good, too.