I like to listen to music while I write. Not the radio, mind you, unless it's classical music on the public supported KING FM (98.1), Seattle, or KEXP (90.3) "where the music matters"; otherwise, all the banter and commercials between songs are too distracting. And, usually, the tunes I choose to play have a connection to what I'm writing; they help set a mood or tone.
In the early drafts of "Gospel...", when I was going for something with a harder edge, it was heavy-metal: Metallica, Megadeath, Godsmack, System of a Down, and especially this one compilation, Nativity in Black (Volumes I and II), where classics of Black Sabbath are covered by the likes of Biohazard, Faith No More, Type O Negative, Pantera, Slayer, and Primus. It's awesome! I highly recommend it.
But later, the tone of the book became more brooding, and I changed the musical selections similar to the pieces mentioned in the book's party scene - the adagios and Gorecki's 3rd Symphony, and lots of Tangerine Dream.
Currently, I'm working on a novel with themes of the wild west, so I've got some Willie Nelson, Dwight Yoakam, and Del Castillo often playing. A bit cliche, I guess, but it's all about adding a certain flavor to the words.