Hmm... I'd say the music I like most from Pokemon Diamond, Pearl, and Platinum were the wild battle music, the Team Ginga/Galactic grunt and admin themes, the champion theme, and the Pokemon Gym theme.
As for HeartGold and SoulSilver, the themes I really enjoyed were the Johto Trainer Battle, the Kanto Gym Leader battle, the Ho-oh battle theme, and some of the area themes. I loved how Masuda added in orchestral elements into the battle arrangements, especially in the Johto Trainer battle theme.