Mine tend to be world-specific themes:
From the KH1 soundtrack:
Hikari (ORCHESTRAL VERSION) Words cannont describe how awesome this theme is, the J-pop version is cool as well but I aboslutely love this theme in its instrumental version. Perfect for concerts and such.
Destati: Very ominous, sets the mood quite well. Note: This includes all versions of the song at End of the World and during the Final battles with Ansem.
Mickey Mouse club march: epicness XD
Night of Fate: This one's frantic, and I like it.
Olympous Colisseum (battle theme): This one is epic. Seriously, this time.
Wonderland (battle theme): Very frantic and very fun.
100 Acre wood (regular and mini-game theme): It's a cute theme that relaxes you when you're stressed.
Holy Bananas! (tarzan battle theme): this one's just awesome.
Shipmesieter's humouresque: I just like this one. XP
Monstro (both themes): I don't know what kind of music this would be classified as, but they're good tunes.
Under the sea: Need I say anything? Great beat, great rythm, great song.
Hallow Bastion: This one is very ominous, and I love it! I dream to play it on the piano one day.
PIRATE'S GIGUE: I put this in capital letters because its my absolute favourite out of all the songs in any of the games. It's not really describable, but I just love the melody. Not only does it fit the world perfectly, but it sounds just so...sigh...
Never Land Sky: This one's just cute
March Caprice for piano and orchestra: This, much like the orchestral version of Hikari, would be perfect for concerts.
That's it for KH1, I'll post my favourites for KH2 some other time, as I should go now.