I can't choose a favourite but i really like these songs:

.You were there-Ico
.Kazenone-FFCC
.Faraway home town-FFV Dear Friends
.Melodies of life-FFIX
.Suteki Da Ne-FFX
.1000 words-FFX-2
.Redemption-FFVII DoC
.You're not here-Silent Hill 3
.Letter_From the lost days-SH3
.Hometown-SH3
.I want love (studio mix)-SH3
.Your Rain-SH4
.Waiting for you-SH4