As someone who mainly listens to metal and drum'n'bass, I can categorically say that classical music is by far and away the best, most technically impressive, profound and moving music there is. I find it hard to listen to for a long period of time, but an individual piece of classical music from the great composers cannot be equalled.
I think BiggAdd covered all of my favourites. Montagues and Capulets, Jupiter, Mars. The big bold powerful pieces. Jupiter is probably my favourite of all classical pieces. Holst is, imo, the greatest composer, but I guess that's all down to taste.
Oh, one of the best things about old classical music is that it is royalty free since all the composers are long since dead! So long as you can find a recording where the performance itself isn't copyright (I'm assuming they can copyright the recording), then you can use it in your games. Conan the Barbarian uses the first part of Jupiter throughout the film (the bit people don't recognise because only the second part is popularised).
