I have a tie between one menu song that's really pleasant and another that's too catchy. Probably the best menu music I've heard that's too damn good for its own good is from Civilization 4. Babu Yetu might be the most beautiful song I've heard in a game. It even won a Grammy in 2010, yet Civ 4 came out in 2005, which is pretty strange.
Company of Heroes had some great menu music, really fit the feel of the game. First version was from the basic ('vanilla') version of the game, they added a second theme in later expansions which is even better. Still waitin' on a sequel.
EDIT: I typically don't do this, but man, Medal of Honor: Frontline had music that was phenomenal. Probably my favorite of all time, thanks of Michael Giacchino. If you enjoy this then get the whole soundtrack ASAP
A lot of great ones in here. I can't recall anything I've noticed particulary in the past. BUT. Listen to the Risen 2: Dark Waters menu music. Especially after 50 seconds. I haven't played this game but I'm a sucker accoustic guitar and I'm violently in love with this.
Edit: Oh lord. I don't mean to derail this thread. But I just have to make an early call to make the Risen 2 soundtrack the most underated soundtrack of 2012.
I've always really liked Catherine's main menu on both an aesthetic and musical level. Stylish, catchy, and dire are three words I'd probably never string together in any other context, but I think they sum up Catherine's main menu pretty well for various reasons. I definitely had days while playing the game that I'd just pick a nice-looking part of the screen that was interesting and just let that music by Shoji Meguro jam for a while.