If you ask me it's kinda silly to pin yourself to ONE favorite song. So I'll post a good one from the top of my head (it's more effective though, when you play the actual game -> stimuli overload). There are a lot of good ones, really
Megalovania was a constant song throughout Toby Fox's work, and he redid the song for Undertale. It was also in Homestuck and Earthbound, so that was cool.