I've seen Nights of Arabia live! awesome song.
Let me see my favorite 10-20ish songs, going by albums to make it easier...
Providence, Where I Reign, King's Eyes
Nights of Arabia, Fourth Legacy, Sailorman's Hymn, Shadow of Uther
Forever, Wings of Despair, Elizabeth
Center of the Universe, Wander, One Cold Winter's Night, but anyway all of Epica as a whole is a total masterpiece
March of Mephisto, The Haunting
Ghost Opera, Human Stain
Sacrimony, Veritas
Veil of Elysium