to second just about everyone, Xenogears OST is fantastic, I can barely make it through Small of Two Pieces without crying... so sad.
As for dancier tracks, my Dance Dance Revolution Max soundtrack is AWESOME! lots of great techno and j-pop, great stuff!
and the coooolest.. Streets of Rage 2! Yuzo Koshiro is a musical genious, and this showcases it. Anyone who listens to "Go Straight" will want to beat up a bunch of generic guys named "Donovan" and "Garcia"