I really like the one for the Heaven dungeon, upbeat but still has this sadness sound to it.

Marukyu Striptease is just so deliciously trashy.  Love it.

"Theater" for Marukyu Striptease, definitely. 
  

I like the one in naoto's dungeon.

Secret Laboratory, the best composed one, no argument.

I liked both Castle and Sauna.
 
Castle had that mixture of synth and tranquil classical, while Sauna has that great beat.

kinda of a tie between heaven and striptease 

I liked the one in the castle and heaven.

i was always really fond of game:    

them all

  Magatsu Inaba

" kinda of a tie between heaven and striptease  "

Heaven, by far. Everything else was either grating or unmemorable. Pretty thankful they were mixed fairly quietly in the game.
 
Also, shiningwizard327 on Youtube has a bunch of renditions of P4 music, and his version of Heaven is pretty awesome.