In terms of anime, I believe Advanced Generation series had the best soundtrack; if you ask me, their music were pretty pleasing to the ears. In their own, unique ways, they would have you feel what they were set to; some would help you become motivated or inspired, and others would make you happy, sad, or anything else they might be aiming towards.
Advanced Generation series is the only Pokémon season I have found myself watching most, due to various reasons, so my response could be a little biased here, but I still do love their songs. Alongside, I also liked the ones from Original Series, and am liking the music they are putting out in X and Y currently. Least favorite would likely have to be Black and White, as they were rather slow and quiet (in my opinion).
A far as games go, one soundtrack I'm most fond of is FRLG's. They're bright, vibrant, loud, cheerful; they had never ceased of getting you into the mood of playing Pokémon. Due to similar reasons, I also like the music from Ruby, Sapphire, and Emerald.