Pretty much every piece from the Season One denouement, Catelyn's ultimatum, Robb's crowning, Daenerys smothering her comatose husband, Jon's honour, The Night's Watch heading out in force to the Land of Forever Winter and the burning of Mirri Maz Dur on Drogo's funeral pyre.
The Finale of Season One (carrying into the end credits), featuring Dany and the return of dragons to the world. The strains of the opening theme for the show at different points just makes it more awesome.
How do you end the first episode of Season Two? With this.
"Pay the Iron Price." Should you ever hear this music start playing, you can be certain that whatever character is the focus of the scene at the time has just made the absolute worst mistake of his life.
The Lannisters' anthem, The Rains of Castamere, by the National. It's heard throughout the second season from Tyrion whistling it to Lannister soldiers singing it in bars 'til it's finally heard in all its glory in the closing credits of Blackwater.
Made infinitely more awesome when you realise that it's a Dark Reprise of Joffrey's "The Throne Is Mine", the Dark Reprise of "Robert Baratheon's theme". Which means that Littlefinger just somehow made a villain song even more villainous!
The version that's played during Jaime's rescue of Brienne is called "A Lannister Always Pays His Debts". Who'd think a song about the Lannisters butchering an entire family could actually be made to sound so oddly heroic?