Theme song of the last battle with the T-03 nicknamed Mr.X from Resident Evil 2.
Previously, all encounters with Mr.X have been less than scary. He was a very easy boss, as he was extremely slow, and his attacks didn't hurt very much either. After falling into a blazing furnace however, the gloves come off. The intense heat triggers a mutation instead of incinerating him, and causes him to grow long claws. He then shows up to attack you one last time, for the toughest boss fight in the game. He's both fast and powerful, and was only killed for good by a flying rocket that blew him to kingdom come.
Sounds best at Shadow Moses.

Remix of 02's ever famous battle theme. Probably one of the best ones at that.

BGM heard when fighting the members of RKS, except Spiritia Rosenberg and Freudia Neuwahl.

Generally known as the theme song of Broly from DBZ, originally from the group Pantera.
STOP BROLY, YOU'LL DESTROY THE PLANET!!
Works well almost anywhere that you want to kick someone's ass at.

BGM playing in the fight with first three bosses of Graf Michael Sepperin's castle.

BGM playing the third Iris Stage.

Freudia's battle theme, played in the 2nd fight with her. (If you count the optional Prologue battle as the 1st fight, which has the normal boss theme.)
Also heard in a cutscene featuring Freudia later in the game.

BGM playing in Luste Teuber's stage.

BGM playing during Liebea Palesch's stage.

Schwer-Muta's stage theme.

Yuugi Hoshiguma's theme from SA.
"Yuugi is just playing with you. Her sake, not a single drop."

STG1 theme from MoF.
And finally, you've reached the foot of the Youkai Mountain. Here... wheat fields and hostile fairies can be found in abundance. Here, two gods dwell, regulating this time of year. One controls the changing of the leaves to their iconic Autumn colors, and other governs the harvest. The air here smells oddly sweet... Almost makes you hungry.

Boss theme of PCB's Extra boss, Ran Yakumo.
Interestingly, her master's theme in this game is just an arrange of this song. But later, ZUN gave Yukari her own theme; Night Falls.
Works best on Bridge of Eldin and Castle Siege. Or any oriental stage hack.

STG3 theme of Fairy Wars.
ANOTHER catchy tune from FW. >_< Kinda overkill at this point. xD
Put this on anywhere set at night time. There are quite a few stage hacks that fit that profile perfectly.

Title screen theme from UFO.

BGM playing in STG 6.

Nazrin's boss theme from UFO.
One of two youkai that likely makes a majority of the girls in Gensokyo tremble in fear, the other being Yamame Kurodani. Why? Nazrin controls mice, and is a mouse youkai. Yamame is a spider youkai. Spiders and mice in the same place. Do the math!
Not positive on why, but I find this to sound good on Big Blue.

Final stage theme of MMBN5.
Very upbeat, no?
Where you decide to put this really varies based on personal preference. You could put it on one of the 8-bit stages or on any Megaman-themed stage hack.

Theme of the Abandoned Mines underneath the cavern below Dracula's Castle.
One of the more unsettling songs from the game. The main melody conveys the sense of being alone in a dark cave. The background noises that can be heard add to the atmosphere, and create a genuinely interesting song; despite it's tendency to unnerve some people.
Place this over the SSE Cave theme (Y03 for those who don't know what to replace), or on the Creepy Castle texture for Castle Siege.

Grolla's stage theme.

Cirno's theme from PoFV.
Freeze those nubs at the Summit.

Vocal arrange of SA's Extra Stage theme.

The kick ass Title screen BGM. Also used in Freudenstachel as Luste's dialogue theme.

Medicine Melancholy's theme song from CtC. Originally from Seihou.
Probably one of the best songs in CtC. O.o
Works good on Final Destination.