Not sure if it counts as a World Map Theme, but the theme when you hop into the Highwind (not the miserable one, the uplifting one) is freakin' awesome. I also like the main world map theme of FFVII. I detest the miserable one, though. I know it's there to be foreboding or something but urgh, make it stop.

Can't remember many other world map themes... probably because most of the newer games don't have traversable overworlds and most of the other games I just haven't played recently enough. In some cases, though, such as the older games, I just never felt the music was as memorable.