Stage 1: Witching Dream, Paradise ~ Deep Mountain
Stage 2: Lunate Elf
Stage 3: Romantic Children, The Doll Maker of Bucuresti, The Gensokyo the Gods Loved
Stage 4: Alice Maestra, Interdimensional Voyage of a Ghostly Passenger Ship
Stage 5: Lotus Love, The Maid and the Pocket Watch of Blood, Cinderella Cage ~ Kagome-Kagome
Stage 6: Dream Land, Voyage 1969, Cemetery of Onbashira ~ Grave of Being
Extra: The Inevitably Forbidden Game, Alice in Wonderland, Charming Domination, Last Remote, UFO Romance in the Night Sky
Stages 16 - 19: The Legend of KAGE
Uhhh since everyone else is doing it I guess I'll put boss themes too?
Stage 1: Because Princess Inada is Scolding Me
Stage 2: Power of Darkness, Scarlet Symphony ~ Scarlet Phoneme, The Dark Side of Fate
Stage 3: Doll Judgment, Akugatawa Ryunnosuke's Kappa ~ Candid Friend
Stage 4: Love-coloured Magic, Ghostly Band ~ Phantom Ensemble, Maiden's Capriccio ~ Dream Battle, Love-coloured Master Spark, The Youkai Mountain ~ Mysterious Mountain
Stage 5: Complete Darkness, Sleeping Terror
Stage 6: Faint Dream ~ Inanimate Dream, Legendary Illusion ~ Infinite Being, Flight of the Bamboo Cutter ~ Lunatic Princess, Solar Sect of Mystic Wisdom ~ Nuclear Fusion, Emotional Skyscraper ~ Cosmic Mind
Extra: The Grimoire of Alice, Reach for the Moon, Immortal Smoke, Hartmann's Youkai Girl
...yeah it took too long to choose a favorite so I just listed everything I liked.