There are so very many game soundtracks that I could list in this thread!
In the 8-bit era, I particularly enjoyed the music for the Mega Man, Super Mario Bros, and The Legend of Zelda series. The music for Batman, Battletoads, Journey to Silius, and the Teenage Mutant Ninja Turtles game all on the NES also stand out.
In the 16-bit era, I thoroughly enjoyed the music for Super Metroid, Super Castlevania IV, and the Sonic the Hedgehog games. I was also quite impressed by how well Green Jelly's straight up rock 'n roll soundtrack for Spider-Man & Venom: Maximum Carnage was captured by the SNES--truly demonstrating how advanced its sound capabilities was! (Although that being said, there was an at times particular synthy character to the Sega Genesis' sound that sometime the SNES couldn't quite emulate. Just compare both consoles version of Earthworm Jim.)
After the 16-bit era, the later console's musical capabilities really took off and I love how orchestral modern game music can be!