Yes, B/W2 certainly brought my attention to the gym themes, where before there had been no consideration put aside for them at all. I have to say, I invested a lot more time in basking in the remixed Champion themes rather than the gym themes, though. I don't care what the Gen IV fanboys say, Cynthia's theme has never sounded so good. I think in terms of overall soundtracks though, I'd go with either D/P/Pt or B/W2 as joint first, with R/S/E coming a close second (but be aware that I do have heavy nostalgia goggles on when I say that).
It's interesting you only pick out the screaming in that track, I don't think I ever really differentiated in the harshness of the vocals - they've always just sounded pretty consistent to me. They do get very forceful at one point, but not by much, I always thought. I get very caught up in the music every time I listen to it though, so maybe I just haven't really been paying attention to the finer details much.
Have you played Theatrhythm on 3DS? Quite apart from the fact that it's ridiculously fun to play, it's a fantastic way to get yourself acquainted with the more popular songs from installments which you may not have heard of much before. They're actually releasing a sequel with over 200 songs pretty soon (absolutely cannot wait, myself), so I'd definitely recommend it, you never know what you may be missing out on in terms of music.
Yes, merely the sheer volume of tracks means it's very difficult to pick out favourites. I know for a fact that Dancing Mad will always be the most best piece of vgm ever made - no contest, but from thereon in... it's wide, wide open. Off the top of my head, Clash on the Big Bridge, Fight With Seymour, Terra's Theme, The Decisive Battle, TMWTMG, Eyes on Me, Waltz for the Moon, JENOVA, Cosmo Canyon, Over the Hill, Ronfaure, Sarutabaruta, Awakening, New Bodhum, Aria De Mezzo Carattere... I could go on and on. How can one series have so much amazing music? This shouldn't be allowed, surely.