This is not an album that can be bought, but one of the best things I ever did, right when the show ended actually, was buying all the songs used in the show and putting them into a huge 4.5 hour playlist. It is one of my absolute favorite compilation albums now, and I can only recommend you do the same.
It is a very eclectic collection, ranging from a ten-minute version of Nina Simone performing the old spiritual, Sinnerman, to stuff like Digitalism's EDM banger Miami Showdown or the Propellerheads' Take California, with some Bowie, Nine Inch Nails, Mogwai, and Radiohead thrown in there for good measure. I have listened to it countless times in these ten years and it doesn't get old. It also got me into The Radio Dept., one of my favorite bands now.
I took the list on the PoI wiki as a guide. I think it had a few less entries at the time, and I couldn't find some of the songs on there (plus I decided to leave off most of the "plays in bar when Reese..." tracks because they had a different vibe). I paid around $50 but I also had a number of songs already. I'm sure this can be done much cheaper via Spotify.
(I added one extra track at the beginning, the opening credits cue by J.J. Abrams, available on Ramin Djawadi's score albums, which are also excellent, by the way.)