This can be gotten as early as chapter 3, when you get to the Sector 7 slums, you will need to wait for daytime though, as you can't freely travel at night when you first arrive.
The easiest ones to get are Tifa's Theme which you can get from the Seventh Heaven jukebox, The Prelude which can be bought in the item store, and Hip Hop de Chocobo, which is been given out by a guy listening to a radio down the road to the right of Seventh Heaven,