There are times where I listen to music (almost anything from classical to techno and heavy metal in between) whilst I play games that don't require me to listen what's happening in game.
Other times, i'll listen to a podcast.
The app I use is glitchy but it's convenient when I don't feel like listening to any of the CD's I have. (Yes those shiny discs of lore)
There are times where I'll play listening to the game's audio or in complete silence too.
How about you?