Don't listen to the performance on Youtube that with the Japanese Orchestra.
The actual CD with Czech Philharmonic Orchestra is way better.
"One Winged Angel" is by far the best I've heard regarding to rock band and orchestra integration. It's a composition. Not a song that accompanied by orchestra. You need to listen to the version either from Advent Children OST or the live performance from "More Friends: music from Final Fantasy". I prefer the live one.
Check these out:
Yngwie Malmsteen
Concerto Suite for Electronic Guitar and Orchestra in E flat minor Op.1
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"One Winged Angel" (the version with Black Mages)
From Final Fantasy 7, composed by Nobuo Uematsu
Search for Final Fantasy: Advant Children OST
and this one kicks donkey:
"He who brings the night" composed by Thomas Bergersen
Nemesis II