I love listening to epic soundtracks while playing GuildWars. Sadly, the GuildWars Soundtrack itself, as nice as it may be, lacks epic feeling.
Examples of Soundtracks i listen to when i'm playing:
Advent Rising (a really great game with a nice storyline, superb sound and gameplay - crushed by the media so bad that it's sales stalled into nothingness)
Call of Duty I
Chrono Cross (Theme)
E.S. Posthumus (a really nice alternative band, used to be an insider for quite a long time but is rather popular now - you can listen it up on youtube somewhere, just know how to search for it

)
Fable (Theme)
FF7 AC (The Soundtrack just rocks

)
Ghost in the Shell (for those quiet moody evenings)
Republic Commando (Yes i know, Star Wars Game. Bad bad commercial addicted stupid star wars kid, bla bla yadda yadda. The amount of abuse you nowadays get for mentioning Star Wars is insane. Anyways the game and the soundtrack rocks. You can get it for free from the official Republic Commando site)
Sin City
Prince of Persia Warrior Within (Godsmack did the Soundtrack for this game and that quite shows - it's powerful, fast and great. You can get this Soundtrack free and legally from somewhere on the Internet)
And the full packet of music from Bill Brown (also available for free on his Website. If the name doesn't ring a bell, maybe games like Undying or Ghost Recon will)