Searching for Friends (2nd overworld), Devils Lab, Forever Rachel, Awakening, Kefka, Phantom Forest, Phantom Train or Coin Song.

There are about a zillion more that I love, but these were off the top of my head. I would put the entire soundtrack on here if I could. :3

Edit: The one where they are walking is Terra's theme, and I think the one for the intro to the game is called the empire.