Favorite instrumental soundtrack themes are from the early Silent Hill games. The theme from SH1 and the Theme of Laura from SH2 are classics.
Favorite lyrical songs used within the game for plot: Alan Wake has characters in it who are 70s rock gods called Old Gods of Asgard, and the creators got a group named Poets of the Fall to actually write the two songs that were featured from the game and they are actually really great songs. Poet and the Muse is a plot point and Children of the Elder God is played during a really good sequence.