Unreal Tournament series is pretty awesome.
Anything by Blizzard is awesome (ie StarCraft, WarCraft, etc)
Seriously, I get shivers down my spine whenever i hear the main menu music from Unreal Tournament 2004, seems to epic. Can't wait till UT2007
But yeah, Blizzard music kicks ass too. My favourites from them would have to be the music from the intro cinematic of WarCraft 3, and some of the Terran music from StarCraft.