I love the music in western RPGs, even if it sounds utterly fake (see Puzzle Quest!).
WoW has some of the most amazing music in Northrend, I'll agree. "Arthas, My Son" is one of the most chilling tracks I've heard, probably followed by the music in Howling Fjord that isn't Vrykul related. Dragon Age also has an amazing soundtrack, as does Neverwinter Nights 2. I've gotten to the point in WoW where I can't focus that well if the soundtrack isn't playing naturally in-game. Instancing to, say, Animal Collective is a much harder task for me than listening to the "natural" music of the place.
I would adore it if there was boxset released with 10-15 soundtracks from games. I would sell the rest of my CD collection for it, as I enjoy it much more.
I have to go see Video Games Live or Play! one day. I think I would cream myself with excitement.