I don't have a full list, sadly enough. The majority of them use them outside of EA games, and I believe Midnight Club 2 (Rockstar). Anything by Microsoft uses them, that is either an extreme game or a racing game. As well as the majority of the thrid part ilk outside of what is mentioned above. Though I don't think I have all of them, so I'm missing some noticibles. Actually, another one that doesn't use custom soundtracks is Colin McRae Rally, though it doesn't use soundtracks at all while you race. Just pure sound from the car, the road, the co-pilot, and that big rock you're about to hit.
One odd thing is that every puzzle game released uses custom soundtracks, on the Xbox. Outside perhaps Puyo Puyo Fever. Which, oddly enough, is advertised as only on Gamecube, though 4 consoles (DC,PS2,GC,Xbox) got a port in Japan.