Apart from "Last Exit to Brooklyn", which IMO is to repetitive, the other soundtracks have a lot of gems. Well, "Cal" uses the same musical theme in such an extent, but to me is a little more complex than LEtB.
But dletm08, if you're looking for selected songs, my advice would be:
"Wild Theme", "Whistle Theme", "Smooching" and "Going Home", from Local Hero
"Irish Boy", "Irish Love" and "The Long Road", from Cal
"Florin Dance", "Morning Ride" and "The Friends' Song", from Princess Bride
"A love idea" and "Tralala", from Last Exit to Brooklyn
"Wag the Dog", "Working on It", "In the Heartland", and "Just Instinct", from Wag the Dog
"Brats" and "Metroland", from Metroland
"Say Too Much" and "Sons of Scotland