It depends on the game and the kind of experience I want. For classic games it can be fun to listen to period music. For example, I played through Space Quest 3 not long ago while listening to 80s hits. Although for something adrenaline-heavy like Call of Duty 4 free-for-all, nothing's better than some loud, immersive power metal like DragonForce or Dethklok on the headphones. That can be a very... stimulating experience.

If the game is pretty mindless, with zero or a pointless story: I tend to find myself listening to various Science, Skepticism and 'World News' Podcasts.
Most of the time, I just go with the actual games soundtrack.
Unless they chose to license some horrible rock/emo/pop music, or if the soundtrack is too repetitive. In that case, load up FooBar2000 with a few hundred music files of various sorts and slam down on the Play_Random global hotkey when it reaches something I don't like.
Lately, the playlist has had a lot of old 1990s module (re: MOD/XM/S3M/IT etc :) ) stuff and the HVSC...

Usually for games I've never played I prefer listening to its soundtrack ingame.
Otherwise, for games like Quake or anything else, I listen what I'm in the mood for, from black metal to classic stuff.

I'm a big fan of when the in game music fits well with the game situation, and changes accordingly.
Doesn't really matter to me what genre of music tho, as each seems to fit quite nicely in different situations. Heres a few that stuck out to me:
Cypress Hill in kingpin, needs no description, fitted with the game really well.
The Victorian-esque string quartet from Arcanum. again, seemed to fit the world well and I liked how it changed when you were in different places or when someone attacked.
The 90's metal in final liberation, sounded great to move in an army of space marine tanks with that behind it!
and by far one of my favourites. the grand orchestra of Jeremy Soule in total annihilation. Genuinely perfect for the atmosphere when it switched between the slow, calm music of building and exploring to the huge, cataclysmic war music when you get attacked by the enemy from all sides.
I’m gonna go off on one for a sec now :D
For any of the music buffs out there, check this game out. To me, when the TA war music kicks off I get a great image in my head, the higher pitched contrapuntal melodies interweaving with each other are like the small planes and scout kbots trading fire, then the booming tubas and bassoon start like the huge powerful behemoths and artillery of the army slowly pounding through the battlefield while the smaller units fight around their feet.
The mans a genius, I think it really captures the grand scale of what the game was going for.

I'm also am a fucking Jeremy Soule fan. Seriously his music is really awesome.

I listen to the Deus Ex OST to all my singleplayer games.

Hmmmm... Linkin Park or some Rock classics :]

i am with you all the way. nothing better with classics with the classics and heavy for the... not classics?

yup, i agree there some games that work well with other music.
i find children of bodom fits very nicely with the chaos of UT. especailly bed razors or bodom after midnight....
oh yeah, and propaghandi : back to the motor league has to be done when trying to scrape a few extra milliseconds in trackmainia!
its come on when ive been driving my car a few times and ive notice the speedo on my car start flying (whoops :S )
for some games lke that, where the music isnt really that prominent, id say a gta / madden style feature where u can drop your own stuff for it to play would be cool. it'd save the swapping back to vlc all the time!

I always listen to games' original soundtracks, as a part of the experience. However, when it comes to licensed track lists (i.e. sports and driving games) or empty music (multiplayer shooters for instance) I put some Amon Tobin, or TV On The Radio songs. Actually it really depends on my mood. :)
And when it comes to Audiosurf... Then it's way too hard to choose. :D

I listen to a certain Trance album while playing Suikoden 2 tho not any game on gog yet

I listen to the game soundtrack in single player (In the case it sucks i listen to some ambient/avant-garde music) when i play in multi i prefer industral/ebm/electrogoth/wave, it gives me a lot of energy.

music depends on game played. Always though played civilization while listing to Jean Michelle? Jarre for some reason his music played well with that game to me.

you know, i keep meaning to play doom on my xbla with some death metal playing.. or classical music.. muahaha.