My favorite game from 1995 is Donkey Kong Country: Diddy’s Kong Quest for the Super Nintendo. I played SO much of that game. The music has lingered on in my mind even decades removed from the game itself.
Spyro 2: Ripto's Rage, released just before I was born in 1999. Although I grew up playing Spyro: Year of the Dragon, Ripto's Rage is just as fun, and I love the original trilogy's soundtrack as a whole.
Based on a quick Google search, probably Silent Hill (1999). I haven't actually played it myself but I've watched someone else play the whole game. I like Crash and Spyro too but I haven't played the ones that came out that year.