The SH1 main theme, Not Tomorrow, You're Not Here, End of Small Sanctuary, Please Love Me Once More, Theme of Laura, and the two promise tracks are the ones that always come to mind first.
I adore SH4's OST, outside of Tender Sugar which might be the worst track in the whole series, despite the game being flaming dog shit.
Post SH4 the only track that I care for is shot down in flames.