From UT Phantom is my favouritwe, it's a pity that's unused. Nether Animal, Skyward Fire, BotPack9 and FireBreath are favourites too, BotMCA #10, Colossus and Menu Music are also good ones.
From Unreal it is hard to choose. That soundtrack has so many outstanding pieces. But Ruins (a.k.a. crypt) and High Tension 1 are absolute favourites.
From fan-made umx music, the most excellent ones are
Above and Beyond, an Unreal track remix from a guy calls himself Elisha; and
Castle Gate by 'Toxeen', a track written for Operation Na Pali mod. I also like
Respawn Device from Kaal979's fan-made level MH-Brutes (the track is the part of a game soundtrack, the game itself called 'Firestarter'.