The FF XIII-2 CE came with the complete soundtrack. Tales of Symphonia HD came w/ the complete ToS soundtrack as well I believe (not 100%, haven't listened to it yet
) and FFX-X2 CE came with the complete FFX remastered soundtrack, of course. Off the top of my head I'm not sure if any other games have come with complete soundtracks or not, tho some have certainly come with lengthy ones - The King of Fighters XIII came with a 4-disk 101 track soundtrack that covered the series from '94 through XIII.
My all-time favorite track? Man. I'll stick with the 2 JSR soundtracks as being my all-around favorites, but as for a single track I'm gonna go with Aerith's Theme - specifically the version from the piano soundtrack:
But here are just a few of my other favorites :D
Elemental Gearbolt - Forest
*love* that flute at 2:30 that precedes the tempo change - a lightgun game having a soundtrack this gorgeous is just nuts.
Final Fantasy Tactics - Bland Logo - Title Black
I used to let the intro movie just sit & loop so I could hear this song
Bioshock Infinite - Will The Circle Be Unbroken
A beautiful moment in this fantastic game, and a great example of how music can be used to elevate a game to another level.
Billy Hatcher & The Giant Egg - G.I.A.N.T. E.G.G.
Go out on an upbeat one here. :)