The Slow Version of "Magia" is simply magnificent. Bonus points for being a happy SHAFT accident: along with many animation errors, all the BGM used for the TV airing of Episode 1 somehow ended up being played at 92% speed and pitch. This ended up giving "Magia" a darker, more epic tone to it. The fixed release is sometimes seen as a downgrade.
In the "Hikaru Furu" single, we get a string-filled remix of "Magia" called "Magia (Quattro)", and it is amazing.
"Symposium Magarum" ("Symposium of Witches"), the theme of the witch Oktavia von Seckendorff. Very dark and dramatic, and captures quite well the tragedy of Sayaka Miki.
"Conturbatio" ("Disorder") is played when Sayaka is considering becoming a magical girl.
"Decretum" ("Decision"), Sayaka's Dark Reprise, is just as tragic-sounding. It is frequently lauded as one of the best songs off the Madoka Magica soundtrack.
"Signum Malum" ("Bad Sign") is the melancholic track that plays during the ending of the third timeline in Episode 10. If you listen closely, it sounds like a Dark Reprise version of "Sis, Puella Magica!"
"Venari Strigas" ("Witch Hunt") plays during the hunt of Charlotte in Episode 3. Its dark tone is rather appropriate considering what happens...
"Sagitta Luminis" ("Arrow of Light"), Ultimate Madoka's theme, and quite possibly the most beautiful song in the entirety of the series.
"Cubiculum Album" ("White Room") is the song that plays in Episode 11, during Homura's goodbye.
"Taenia Memoriae" ("The Ribbon of Memories") is a sweeping and touching piano track, that plays when Homura meets Madoka's family on the river bank in Episode 12.
"Surgam Identidem" ("I Shall Always Rise"), Walpurgisnacht's theme, and definitely one of the most epic songs of the entire show. The fact that it was played during a Moment Of Awesome only makes it even more memorable.
"Nux Walpurgis" ("Walpurga's Walnut"), another of Walpurgisnacht's themes, played when Homura hits her lowest point of despair.
It is also rather well-known for its weird title, which is one letter away from "Nox Walpurgis" (Walpurgisnacht), and was generally considered a typo until the release of Rebellion Story, which depicted Homura's witch, Homulilly, as the "Nutcracker Witch", complete with lots of broken jaw, teeth, and nut symbolism. This led to much speculation that the song "Nux Walpurgis" was named such because, in the end, Walpurgisnacht was the one nut that Homura just couldn't crack, no matter how many times she tried.
Granted, that one time happened to be in Episode 10, when Homura abandoned her glasses and braids — which she saw as symbols of her weaknesses — and decided she would never rely on others ever again. It fits, given the name of the song.
"Puella in Somnio" ("The Girl in the Dream"), dark and mysterious, but with an unmistakable deep sadness. Incredibly fitting as Homura's theme song.
"Gradus Prohibitus" ("Forbidden Steps"), played when we were introduced to the world of witches for the first time.
"Pergo Pugnare" ("I Will Continue to Fight"), is the beautiful, hopeful and uplifting violin piece that plays during conclusion of the series, when Homura decides to continue on fighting for Madoka's sake.
"Mata Ashita" ("See You Tomorrow"), a song regarded as Madoka's Character Song and played at the end of the first two episodes on the Blu Ray release. Sounds sweet and peppy, like most Magical Girl anime theme songs, until you understand the lyrics, which tell about a lonely girl.
"She is a Witch" from the Movie Soundtrack. A beautiful track that gives one goosebumps when they listen to it. It plays at the culmination of one of the most heartbreaking and horrifying points in the anime, and captures not only the sense of sorrow and boundless regret, but also of the terrible and foreboding power that is the final destiny of all magical girls.
"Facing the Truth #1", also from the Movie Soundtrack. A slow yet solemn piece that shows us the despair that Homura is dealing with in order to keep her promise.
"Terror Infinitus" (Unending Terror) from Puella Magi Portable, a very epic and upbeat boss battle theme.
"I'll be with you", which played during Kyoko's sacrifice. Also related: "I miss you", which not only gives Kyoko's death more weight than the show did, but allows the transition into Homura's backstory to be much more natural, given the movie is made up of the final episodes and doesn't have breaks.
"Nocte of Desperatio" ("Night of Despair") by Chata from the Agedum! Puella Magica! doujin album. Note: this song does not officially involve Yuki Kajiura in any way, but fits perfectly as Homura's theme song regardless.