The US version of that game ruined that by changing the name to Jet Grind Radio, plus in the US version they say "RADIO!" instead of "RADIOOOOOOOOOOO!" which is disappointing. I believe they reverted those changes when the game got rereleased though.
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My favourite soundtracks in video games are:
 - Animal Crossing (N64 / GCN)
 - Animal Crossing: Wild World and City Folk / Let's Go to the City
 - Super Mario 64
 - Super Mario Sunshine
 - Super Mario Bros.
 - Super Mario Bros. 2
 - Super Mario Bros. 3
 - Super Mario World
 - Super Smash Bros.
 - Super Smash Bros. Melee
 - Mario Kart 64
 - Mario Kart: Double Dash!!
 - Mario Kart DS
 - Pokemon Gen 1 (Green, Red, Blue, Yellow)
 - Pokemon Gen 2 (Gold, Silver, Crystal)
 - SpongeBob SquarePants: Battle for Bikini Bottom
 - Team Fortress 2
 - DOOM (original, 3DO version despite the bad port it had amazing music)
 - GTA 3 (underrated soundtrack that gets too much hate)
 - GTA Vice City (the 80's music is amazing)
 - GTA San Andreas (I'm just used to the music due to how much I played that game)
 - Burnout 2: Point of Impact
 - Old versions of Minecraft (before 1.6 added new music which was meh)
 - LittleBigPlanet
 - LittleBigPlanet 2
 - Penny Racers (PS2, also known as Gadget Racers in US and Choro Q HG in Japan)
I've obviously missed a few, but I can't be bothered to add them in.