I really liked the song "Here's to you" during the credits of Metal Gear Solid 4: Guns of the Patriots. I felt it was very well used and suited for the game, considering the song's mood and theme and when you finish MGS4, you realise it's the end of the entire MGS saga (at least, with Solid Snake as the lead). http://www.youtube.com/watch?v=7lAd9Fo8HgU
Agreed I love that ending I've never played or finished Time Splitters, but thats a funky ass beat and I like it. Its been awhile since I played Max Payne but I do remember this song at the end. I'm not quite sure why I liked it enough to remember it http://www.youtube.com/watch?v=YzUiK-uQmlI
This one isn't really ending music, but its so good it should be. http://www.youtube.com/watch?v=-19bl4_SDfI
Shit! I can't believe I forgot these two... http://www.youtube.com/watch?v=SUrTgvtqMJY (excellent song too) http://www.youtube.com/watch?v=GUDcSeUvkOw Watch! Now!
Other than the obvious answer (Still Alive) I'd have to go with Odin Sphere WARNING VIDEO PROBABLY WILL CONTAIN SPOILERS AFTER CREDITS!!!! http://www.youtube.com/watch?v=mHggndiDzOE
I love how Diabolus mentions the elitists right off the bat. Mine is probably Still Alive. It's the one time you had to stick around for the entire credit roll. The themes in Indigo Prophecy were really beautiful too, but I can't recall which, if any, were used for the end credits.
I just remembered... the ending of the original half life: http://www.youtube.com/watch?v=dqejqb0YcmQ&feature=related It always got stuck in my head some reason...