It'd sure be hard to pick an all-time favourite piece, considering the sheer volume of compositions!
An anecdote: recently I was replaying Pokémon Diamond, approaching the climax of the main storyline. After making your way through Team Galactic Headquarters, you fight Cyrus for the first time. This is where I heard it. You don't have to play through the whole game if you don't want to, but listen to Cyrus's battle theme. It's one of the most interesting and unique ones I've heard yet! The music in that fight really gave me a sense of foreboding, and yet it was almost calming...