Hmm, I'm not much of a soundtrack buff - too many of them are...crap.

That being said, there are a few that are great. I'm more likely to buy a soundtrack that comes from a film set in the past - they usually have contain some of the classics from that time, and stuff that I wouldn't be likely to buy on an album, eg Dirty Dancing, Platoon.

As to more modern soundtracks, The Committments (Vol 1) is good. As is Trainspotting.

Oh, and not really a soundtrack per se, but I received "The Best of Bond...James Bond" as a Christmas gift, and it is superb.