There's a lot of great individual songs from each of the games.
Halo 1: Main Theme, Walk in the Woods, Under Cover of Darkness, Covenant Dance.
Halo 2: Mombassa Suite, Earth City, PERIL, The Last Spartan
Halo 3: This is Our Land, Farthest Outpost
ODST: All of the songs in this one are good. As others have said, if you only can choose one game, pick this one. A good mix of mellow and action songs.
Reach: Um... in my opinion the weakest OST of the series. You'll get about 30-45 seconds of a catchy tune and then it'll devolve into the slow strings, never giving it a chance to build up to anything.
What's fun about getting all of the soundtracks though is that you start to pick up similar themes throughout the games. "A Walk in the Woods" I noticed appears at least once in each of the games in some form.
[Edited on 12.31.2010 1:35 AM PST]