The game that got me to start liking music in games was Tony Hawk's Pro Skater 2. Amazing stuff. Infact, my favorite soundtrack is the soundtrack of all THPS games. Then there's NFS Underground 1 (******* loved the music), MTX Mototrax, Dave Mirra Freestyle BMX, XGames Pro Boarder and so on. And there's nothing like running away from the Dhaka with the instrumental of "I stand alone" playing in the background.
My friend's band and I are playing a song you might have heard in NFS UG by Rancid called "Out of control" on the 23rd. If you live in Mumbai, you should come and check it out. My band plays after.