My favourites:
Monkey Island 1-4: You got to listen to the original MT-32 version of the Monkey 1 and 2. The enhanced CD of Monkey 1 is different but also worth a listen, especially as there are some additional and some extended tracks.
Most of the other LucasArts adventure soundtracks are excellent es well.
Doom 1 and 2: Listen to it with a Sound Canvas.
Rock'n'Roll (Rainbow Arts): Amiga version is best. C64 version comes 2nd.
Lemmings 1: Amiga version. I can't stand the Adlib sound of the PC version. The GM of the Windows port is okay, though, but not as great as the Amiga version.
Super Mario Land (Game Boy): It's just amazing what they did of squarewaves and some noise.
P.P.Hammer: Amiga version. The music is great, but they are repeated a little too often throughout the game. If there were only more of them, ie. more and longer tunes.
Turrican 2: A pity the GUS driver was broken, which sounds really nice (until the next crash). The Windows Sound System driver can render up to 48000 khz and sounds superior to the Amiga version. The C64 version has less and completely different music, and it's definately one of the best SID game soundtracks and also worth a listen.
DOS-PC: DFI k6bv3+, Pentium 200mmx, 64 MB RAM, Terratec Maestro 32 sound card, Roland MT-32 + SC-155, Winner 2000 AVI 2MB, Voodoo 1, Win98SE
Windows PC: GigaByte GA-MA790GPT, Phenom II X4 905e, 12 GB RAM, M-Audio Delta 44, NVidia 1060 6 GB, Win7 pro x64