Sonic The Hedgehog series, nuff said.
The old games of course, the newer games try a little too hard to appeal to the "xtreme" crowd with their Powerman 5000 theme songs.
Ristar, Ecco The Dolphin and The Revenge of Shinobi had great soundtracks too. Its easy to say Genesis pwns the SNES in the soundtrack department, though SNES
did have F-Zero, Link to the Past, Final Fantasy IV and the first 3 Mega Man X games.