I would recommend (in addition to the excellent albums already mentioned):
-- Anything by Yoko Kanno (Escaflowne, Ghost in the Shell: Stand Alone Complex, Cowboy Bebop)
-- For BBEG fights, you might try the Shadow of the Colossus, by (spelling of his name varies) Ko Otani.
-- Anything by Yuki Kajiura (particularly the .hack//SIGN and Noir soundtracks)
-- From an anime with a (SURPRISE!) American music composer: Blood+ ("Blood Plus") by Mark Mancina
I'd also recommend just about anything by Jerry Goldsmith, James Horner, Hans Zimmer, John Williams (although, I tend to stay away from his better-known material). And to emphasize: Last of the Mohicans should be required listening for DMs.
Another batch of music I finally got hold of with no regrets and plans to use in future gaming: the (reimagined) Battlestar Galactica soundtracks.
For short bursts of awesome try to find anything by Immediate Music and/or Globus -- these are the written-just-for-the-movie-trailer people.
Away from the silver screen, from video gaming, check out Kameo: Elements of Power (samples of the soundtrack on the website). Eighty-piece orchestra + 40 piece choir = outstanding soundtrack.