I realise it's a bit of a cop out as it's licensed music but it's one of the rare cases where it lends itself well to the atmosphere of the game.
GTA:Vice City had tons of it with a great collection of songs, a mixture of classics and guilty pleasures that really helped make that game the classic game that it is. Plus Fernando Martinez is the best DJ

You wouldn't think gunning down policemen to
Waiting For A Girl Like You would be entertaining, but it strangely is!
Now I know I'm gonna have these songs in my head all day.