I actually have a rather large OST section on my ipod, so I will limit this to my more niche stuff.
The Senran Kagura Series has a good OST, very fitting for a brawler, with unique charcter themes that drive you forward. Here is my absolute favorite:
This track from Super Paper Mario. Really great villain theme, manages to convey both his feel and personality in music form:
And keeping in theme with great charcter themes, here is one from Asura's Wrath. The western influences gives it a unique feel that helps to single out the character from the rest of the cast.
The Ys series has really good music, in every game. There hasn't been one game I played where I didn't download at least several tracks afterwards, and I played lots. No other game series has achieved this with me. That makes it hard to pick favouries, so I will just post the first bit of music of the series I was exposed, which coincidentely comes from the game with the best OST out of all of them:
Xenoblade and Xenoblade X have good, albeit very different OSTs, both definitly deserve a listen. Though the OST for the first game is slighty better. Here the standard boss music from both games respectively:
This piece from One Piece Pirate Warriors is perfectly used during the boss battles final moments. Rarely has something felt more epic than punching Crocodile through the roof while this played on full volume:
I could go on like that for quite a while, so I will stop it now. I'll end with a small japanese indie shmup that has a OST that doesn't need to hide from anything with a big budget behind it: ETHER VAPOR Remaster