I am a musician, in fact my paternal ancestry were all very musical. I do experience the chill sensation with many genres of music, but realize, after listening to several suggested pieces mentioned on this thread, it depends on your own personal taste. I want to also mention, these emotions were not as pronounced in my formative years, but have become more intense in adulthood.
We realize, music covers more than melody and harmony. I am not a percussionist, yet when I watch Phil Collins casually walk up to his drum set and bang out those familiar beats during '
http://www.youtube.com/watch?v=dYV6KZpnEak"', it is spine chilling. The audience also weighs in on this. Watching it performed live (even over the net) generates a shared experience and response.
Whenever I watch "Copying Beethoven", the scenes where he is conducting his '
http://www.youtube.com/watch?v=9L9DWiUp2oQ" are mesmerizing. No doubt, watching the hardships he overcomes, leading up to the performance, builds intensity leading to a spine tingling performance. You are not just enjoying the music but feeling the intense emotion the composer has put into his piece. My eyes well up with tears and overflow when the full chorus joins in. You can get 'just a taste', from the above referenced clip.
Watching the film, 'Music of the Heart' which features a piece by Bach, his 'Concerto in D minor for Two Violins'. Again, it is all the hard work and hardships overcome, culminates in a heartfelt performance which induce chills and tears of joy.
When I am performing either vocal or playing an instrument in ensemble, certain passages generate a chilling emotion which feeds back and often allow me to convey this emotion through my instrument. You can see this on the faces of any of the great blues guitarists (e.g. BB King, Eric Clapton) during their solos or Itzhak Perlman while playing a sensitive violin piece.
Apparently the synergy of visual and auditory stimulation, heighten these emotions.