Well, for me, it partly depends where and how the music is used.
Just "filler music" can be quite boring, but I think I remember some good examples also.
In some cases I just wished there was a soundtrack CD ... I thought this for the first time with that 3D-Adventure ... um, which name I've forgot, but it was about dinosaurs and humans, a very early adventure game.
One of my favourite examples of just excellently fitting music is the soundtrack to Tropico 1 ... It just fits. 'Nuff said.
On the other hand I didn't quite like the soundtrack of Tropico 2 at all.