Allow me first to explain a little about myself. I have a very strong ability to put myself in the shoes of the character(s). When I play games that particulary appeal to me, I hurt and love along with the characters. I like to think I have a wonderful imagination so when I connect with these characters it really feels like I am the character and not just the person with the controller.
"Dearly Beloved" is probably my favorite song when it comes to video game music. It's the menu song for most, if not all, of the Kingdom Hearts games. My favorite version is KHII. I have a 20 minute extended version of the song that I love to listen to while writing a sad roleplay reply or when I'm having trouble sleeping. It's a soothing tune for when my mind is trying to shut down for sleep. But when I'm awake, the song makes my heart ache. Yes, Kingdom Hearts is aimed at kids but the story, if you have ever gotten through at least one game, is incredibly sad. It may not be as dark as some of the other games aimed at older players but a tale about children thrust into a whirlwind of loss, struggle, and sacrifice has certainly earned the top spot in my heart. Dearly Beloved reflects the complex map of emotions that I've experienced from playing three of the Kingdom Hearts games. The soft tempo reminds me of all of the sad parts, the uplift of the chords and the addition of instruments makes my heart flutter and I picture the tough battles those heroes had to fight. While listening to the song, I find myself at times smiling and at other times holding back tears.
I also have the OST for Final Fantasy X-2. I absolutely love the music from that game, especially songs like "Yuna's Ballad", the theme for Besaid, and the two different versions of "Eternity". I'm a bit of a softie when it comes to sad stories so Yuna's concert on the Thunder Plains made me cry. I think from the time I actually got to that point in the game I could never skip "1000 Words" on my iPod.
Lastly I want to mention DJ Ephixa and his/her dubstep remixes of classic Legend of Zelda songs. I think those are pretty cool.