From the ones you listed, I'm torn between "Never Surrender" by Combichirst and "Devils Never Cry" from DMC3. "Shall Never Surrender" from DMC4 was okay, I don't really remember it as much as the other two listed. "Lock n' Load" I can't remember; so focused on the combat. The anime's theme is official called "D.M.C" by Takeshi Hama according to Wikipedia, good song that has a reference to "Devils Never Cry" which I think Combichrist and Noisia with "Tommy's Theme" (I think) have it too in their songs for DmC. Rock and gothic themes for "D.M.C.". The anime's ending theme is really nice too, it's called "I'll Be Your Home" by Rin Oikawa.
From DmC, I really like "Sent to Destroy" and "Mundus' Club Battle" or whatever it's called. But my favorite song out of the series has got the be Cerberus' theme called "Cerberus Battle" from DMC3. DMC4's "Out of Darkness" was really beautiful. DMC2 had the most forgettable soundtrack, did it even have one?
Yay, bashing DMC2, a dead demon horse. DMC1 I only played once, like DMC2, so I can't really comment. For the anime, I absolutely love "Future in My Hands" by Aimee B.
Also, Shootie HG's work on DMC3 and I think DMC4 made it fun to listen to Final Fantasy XIII-2 soundtrack which he also worked on. XIII-2 really deviated to rock, heavy metal, and other genres of music which made it really interesting. But nothing compares to "Sazh's Theme" and songs associated to his theme, "Snow's Theme" and songs associated to his theme, "Sustained by Hate", I think?, and pretty much the rest of the soundtrack.
Yes, I'm a music junkie as much as I'm a video game and martial arts junkie.