The Wild Pokemon music in Sapphire creeped me out when I was playing it. There's something creepy about it...
The funniest music is when you steal someones flag in the Underground on Diamond/Pearl, I love it! XD
Oh man, I totally forgot about Miror B! I always liked his music in Colosseum and XD. His crazy afro makes it better, too.
I forgot to mention pretty much all the battle music from FR/LG. It's unique among Pokemon games, IMO, because you probably won't find as much percussion in the battle music of any other Pokemon game, aside from the D/P champion music.