I'll start off with Raiden II's Repeated Tragedy.
A local restaurant had this game, and every time we went, I'd beg my parents for money so that I could play it. I wasn't very good at the game, so I never got past the first stage, and so I heard this song a lot. Really gives me nostalgia.
Also got to shout out Streets, from Timesplitters too. I put a lot of time into this game as a kid, and this song is what got me into futurepop (love me some VNV Nation).
On Christmas Day of 1999, I was gifted a copy of Homeworld. A few days later I was treated to a very groovy credits track by Yes, a band I had never heard of... but now wanted to hear more of. So I decided to give this new thing called Napster a try, and my first search was Homeworld Yes. The rest is history - in a real sense, I discovered music that day.