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:
That's one of my favourite KH tracks (though I prefer the HD Remix version). I love how it incorporates the melody of Roxas Theme. I'm actually currently trying to learn the Piano Collections arrangement.
Actually, I would have to mention this, because this is a real piece of musical genius. I have a lot more, but just from how well constructed it is, to just how impressive it is given the PS1's over all sound quality. I couldn't really describe it any better than that every time I listen to it, I can't help but be swept up in it. I would sometimes turn on the game just for this piece. I don't do that often enough with any game.