Oh GOD, there are so many good ones!
The SSX Series was always given EA's out-of-the-box selections, just because the entire air of the game was meant as wild, prototypical, and edgy. The scratching of Mix Master Mike, the groove from guys like Rasmus, John Morgan and the Space Raiders in SSX Tricky, and the wide range of deep house to punk alternative in SSX 3 were enough to send me on a journey to becoming a DJ. Influential is an adjective that is barely worthy of describing this soundtrack.
So I think the SSX series claims the title of being my favorite.
Honorable mentions?
Medal of Honor: Frontline - Michael Giacchino out-does himself for the first and certainly not last time. Did anyone else just love the Main Title theme so much, they would just start up a game and give it a listen? I know I would.
Hitman Series - Jesper Kyd is a fantastic producer. His soundtracks added at least another dimension to every aspect of these games.
The Legend of Zelda: Ocarina of Time: I am convinced someone wrote a musical score, and Miyamoto proceeded to create a game based around it.