Well, lets see, my fave-five (credit to Booker T)
1.) PS IV - Laughter (Dramatic and evil till the end - The best "You're screwed!!!" song ever)
2.) PS II - Silent Zone (It makes me feel real good to play PS II on a winter night on Dezolis. Don't know why. Maybe because I did so the first time I beat the game)
3.) PS III - Wing of Evil (Catchy, atmospheric and unique. It is a shame that is only played once in the game)
4.) PS I - Lashiec Battle (a song full of action and thrilling - Makes you feel great while beating the hell out of the bad guy)
5.) PS II - Promised Mystery (you can feel danger rising, sence the urgency, feel like traveling through space and solving a riddle. More preassure is added)
As far as the games are concerned in general:
PS II
PS III
PS IV
PS I
Favorite dungeon and combat music included in the list above