LoZ: OoT definitely has the best music.
Gerudo Valley
Saria's Song/Lost Woods---especially when played for Darunia so he does his win
dance. I've sat there and played the song over and over just to watch him dance. (Mukkamoto beat me to this one, but I still love it enough to post it.)
Best of all though, the Song of Storms. Favorite part is when you PWN the guy inside the windmill. (About 1:45 in)
Yesyesyes! I don't even have to click the link to know the epic win by the Links brought on by the Windmill Guy himself. XD Windmill Guy is evil to hate the song. <.<
I like quite a number of songs but to name a few:
Mario Underground Theme (first appeared in 1-2 in SMB) - One of the oldest themes but still one of the best in the series. The SMB3 version of this takes the gold.
Elder Princess Shroob Final Battle - From ML:PiT during the 3rd battle against the princesses, depressingly epic. That along with Peach fainting and the UFOs being destroyed for attacks completes this theme.
Song of Storms - I don't know why it's so appealing, it just...is. ^.^ The remix they gave it in Brawl overloads the epicness of it. Actually I like all the music in Zelda games, Hidden Mountain and Forest, Ganondorf's themes and battles, Twili Battles, Termina, Gerudo Valley, Temple (SSBM/B) and others. <3
Tabuu Battle in SSBB - Along with a few other SSB series themes, considering I'm addicted to Brawl atm I'm not surprised at all about this. :S
Tbh I only like VG music and not RL music. -.- So this list could go on forever. ;-;