I tend to listen to the game music too, even if its those damn EA Trax ones, that annoy me.
I much prefer companies to make they're own music, and have that in the game, than ones from other bands, to be honest.
Thats why I love game music in general, and is why for instance why I downloaded 10's of thousands of music in tracker format (legal) and I'm listening to a wide range of them at the moment, in a kewl little player called the XMplayer.
Mega drive music back in the day was the best in my opinion. I have a whole collection of them too, and the same with Snes, Nes, etc, all playable in Winamp using plugins.
Trance music is a good form of music to listen to though while gaming sometimes.