I'm guessing my favourite ones are JRPG ones, for the most part. I guess it's the nostalgia, mixed with the variety an JRPG has in terms of music, its (usually) coziness and obviously the quality they more than often have.
The comfiest and most nostalgic one for me is, no doubt, this one:
If there's a song that defines FF IX, the series and videogames in general, it's this one. Still remember being 8 years old and finally getting out of the forest for the first time, with all the mist sorrounding you :_
Outside of FFs and RPGs in general, I'd say TLOU has one of the most unique, gorgeous soundtracks I've ever listened to. Its great integration in the storytelling helps a lot, but on its own it's still amazing. Santaolalla is a master: