Aeria Games usually has games with good music. It's free and the soundtrack can be found in the game directory once it's installed (ex: Local Disk C:/AeriaGames/MegaTen/sound/bgm). I find that, specifically, Shin Megami Tensei: Imagine is a pretty good game due to its good graphics, music, cinematics and such, but the gameplay is just awful. Every new menu selection you make would open a new window within the game so your screen gets cluttered easily and the keyboard controls are incredibly non-responsive.
Here's SMT:I: http://megaten.aeriagames.com/
