I personally think that the music from all the Black Isle games is fabulous and perfectly tuned to the games themselves. Baldur's Gate, Baldur's Gate 2, Icewind Dale, Icewind Dale 2, and Planescape: Torment. I'm also a huge fan of the intro/title tracks from Morrowind and Oblivion, though the rest of the the in-game music isn't quite up to those standards.

Last fall I saw this at Wolf Trap (an outdoor concert hall) here in DC and it was fabulous. If you're lucky enough to live near a place that it's coming to, I urge you to go. It's a great time.