Phantasy Star 1 ROM ripped musics:
http://www.zophar.net/vgm/
and here (includes Phantasy Star Gaiden too):
http://www.smspower.org/music/vgm/index.shtml
Phantasy Star 2, 3 & 4 ROM ripped musics:
http://www.zophar.net/gym/
You can rip yourself those with: Megasis 0.06a and DGen 1.21 for example (you just need the roms).
To listen those files:
http://www.zophar.net/winamp/