I've done the same. I think the best group of game soundtracks I've heard are by Jon Hallur Haraldsson, for Eve online. They really help to immerse you in the game universe. I think you can listen to some of the composers stuff on last.fm
Eve Online's music is hauntingly beautiful. Definitely one of the things that makes Eve so addicting: the music feels as vast as the game itself.
If anybody feels like importing the CD/torrenting it, Shadow of the Colossus's soundtrack (Roar of the Earth in English) is superb. I'd put it above most movie soundtracks. It's very subtle and very thrilling in all the right places.
