Moonlight Museum (the theme of the Maze of Memories) is the one I come back to listen to the most.
I also liked Lolo's theme, Baguji's theme, Path of Goddess Claire, Cave of Glimmer Moss, Ark's Birth, Polonte's theme, The Sorrow Revives, Ruins of Sadness, both of the King of Sorrow's themes, and of course the songs played during the ending.
In general, Klonoa 2 had a fantastic soundtrack.