It seems to me that movie music should be listened to while watching the movie - that's sort of the point and the artistry of the genre.

If you are looking for SCORED movie music then I think the best movie scores are the ones composed by Bernard Herrmann who did Alfred Hitchcock movies among others. (if you want to appreciate Herrmann's artistry, turn the sound off and on while watching some of the intense scenes.) My personal favorite is North by Northwest, the meter and harmonies on the main theme always surprise and delight.

If you are looking for soundtracks that employ previously recorded music from a variety of sources - hmm. I second Walrus's suggestion of Barry Lyndon - that's always been a favorite of mine. One that I only heard once that I keep meaning to go back to was "Men with Guns" - a John Sayles movie that I only saw once - though a fan of his films I didn't love this one - however I was BLOWN AWAY by the thrilling soundtrack.