For me, my favourite part of the Twin Peaks score is duo of the Main Theme and Laura Palmer's theme. I think that Angelo Badalamenti hit the ball out of the park with setting mood for the series and giving the macguffin character a beautifully tragic theme.
I've recently just purchased the Archive which I'm still working through, but there's some great tracks included there. Takes quite a while to work through the 200+ tracks, has anyone split it up into more manageable "albums"?