The show's intro jingle. It sounds so nefarious and is just oozing a feeling of "Screw everyone, let's get criminal!" And it works everywhere. Put it after any scene and it will still come across as epic. Bits of it are teased throughout the series, but the full theme is used for the first and only time at the end of the series' penultimate episode, "Granite State", while Walter is watching an interview with his former partners at Grey Matter. As they methodically tear into his genius and accomplishments, we witness a shining example of a Theme Music Power-Up; Walter White becomes Heisenberg one last time for the same reason he always has - "You big shots think you can knock on my door and walk all over me? I am the one who knocks!" It's a chilling scene as you see him get livid and then the cops come into the bar and we see his half-empty glass sitting in front of his vacant chair. The music only makes it that much more ominous.
Even the credits themes apply. From Season 2 onwards, each episode has its own 30-40 second track composed specially for the credits sequence; not only do they often tie in with the episode (such as "Caballo Sin Nombre" containing Hector's bell), but some of them are pretty awesome for instrumentals most wouldn't hear for changing the channel or skipping to the next episode.
The credits themes also compliment the episodes' moods. The one for "Crawl Space" perfectly captures the essence of Walt's breakdown, which lends support to the theory that Walt never came out of the Crawl Space, only Heisenberg remained.
DLZ played at the end of the 10th episode of season 2 when Walt realizes that normal life has become boring to him, threatens two rival cooks and goes back to the meth business is just brilliant.
The narcocorrido "Negro y Azul" played at the beginning of the episode of the same name.
Soundtrack Dissonance with the upbeat "It's Such a Good Night (Scoobidoo Love)" used in a montage of Jesse selling meth all night.
The use of Tommy James' "Crystal Blue Persuasion" during the mass-production-of-blue-meth montage in "Gliding Over All"—not just the uncannily fitting title, but the easy, airy music fitting with the (presumably months of) relative halcyon days of Heisenberg amassing the bulk of his millions right before his retirement, and things ironically taking their final plunge south for Walt with Hank accidentally discovering who Heisenberg really was. The song truly gave us the feeling of Walt feeling he was "gliding over all" (in spite all that happened before and would start happening again very soon). Not only did it fit well thematically, but they had to use it at some point during the series.
The use of Badfinger's "Baby Blue" as the closing song of the series, representing Walter's true love, his blue meth.
Fever Ray's "If I Had a Heart" in "Open House" really drives home Jesse's despair, and the song itself could serve as something of an ode about Walt.
"Freestyle" by the Taalbi Brothers, the badass Mexican guitar theme that plays in the Season 4 finale when Walt and Jesse burn down Gus' meth lab.
"Take My True Love the Hand" by the Limelighters, an easygoing tune that would be right at home in a Fallout game. Lyrically, it perfectly fits the scene in which it plays; when Walt treks through the desert with his barrel of money, the only thing he has left.
"We Are Born When We Die" by Apollo Sunshine, from "End Times" as Walt sits and plots by the pool, and the DEA watch Hank's house, has a Western-like sound with a plotting, almost sexy Bond-flick undertone that seems to signal shit's about to go way down.
Parking Garage Standoff is what makes the scene what it is. The otherworldly Shephard tone seeming to continually lower as Gus walks toward his car, fading for a moment before picking up with a bass that mimics Walt's pounding heart, before the final extremely tense buildup and fadeoff. The end part of the song is very similar to what plays during Jane's death, representing Walt's defeat.
"Goodbye" by Apparat, which plays at the nursing home when Gus walks in for the last time during the season 4 finale. It manages to convey the emotion of that scene perfectly and serves as a respectful and moving sendoff for the character. Although they use an instrumental version, and the lyrics would have been so resonant. Still amazing either way.
Nat King Cole's bright, lovely, easygoing cover of "Pick Yourself Up" plays over the juxtaposition of Mike's nine guys being gruesomely murdered in prison and Walt calmly waiting for the call that says it's done. And good lord, does it ever work.