obviously

Off the top of my head:
Mass Effect 2 - Suicide Mission
Civ 4 - Baba Yetu
Bastion - Spike on a Rail, Build That Wall, and Setting Sail, Coming Home

[edit]: I fail at reading comprehension. I guess if I'm limited to one it would be Suicide Mission.

Obviously

this, this, this, and most definitely this

Pitchshifter - Genius - Test Drive 5
followed by Microwaved, also by Pitchshifter also from Test Drive 5.

Zia's Song from Bastion.
http://youtu.be/-95BeFyMFYY
sorry Don't know how to insert links

Rygar :D

http://youtu.be/PBQmYNYZkFM

Outlaws theme

Classic.. :)

Exile Vilify
P.S TheFamousDrScanlon avatar makes me think of this for some reason when I see it.

Triage At Dawn from the Half Life 2 sound track. It plays when Brother Grigori disappears into the flames at Rovenholm.

Icarus by Michael McCann from Deus Ex: Human Revolution. 1337.

Braid - Downstream.

Donkey Kong Country theme because childhood.

http://www.youtube.com/watch?v=BR48y7sR5Tc

/thread

Serious Sam 3- this, this, this and this.
Devil May Cry 4- this, this, this and all the other boss themes but I can't list them all.
Devil May Cry 3- this, this, this and, again, all the boss OSTs.

Just don't make me choose a single one. :D

This.

Liberi Fatali from FF8.

Terminal March, Build That Wall, Mother, I'm Here, Setting Sail, Coming Home, all from the Bastion soundtrack. Want You Gone and Still Alive are awesome, too.

Hard choice

Still Alive

EDIT: Also, the intro that Devo performed for Neuromancer (Amiga version sounded the best)

Alan Wake

American Nightmare

Those are pretty epic.

M4 part 2 by Faunts, the ending song for Mass Effect 1. Best ending song ever, and it had a pretty awesome video for it too.

PotF - late goodbye. Max Payne 2 ending credits.
http://www.youtube.com/watch?v=YMw63m0kwLo

Hands down, the best ending credits song ever. Epic song.

also Believe, Witcher ending credits was great too.

Epic