Fez has to win an award for greatest nag screen music ever. Download the demo on XBox Live then start and quit the game to experience it. It's modern post-chiptune masterpiece. Sometimes spacey sometimes adventurous but excellently crafted.
Machinarium is game that I've enjoyed immensely both for the puzzles and the atmosphere. I received a copy of the soundtrack as a pack in bonus and it made it to my music to code by list. I really like how Floex uses noise to make the tension ebb and flow. If you like this, sure to check out Floex's Zorya while you're at it.
Honorable mention: Spelunky HD. While everyone is trying to bring back NES era chiptunes, Spelunky brings back Genesis era FM Synth goodness. Just listen to this baseline: