I used to listen to music while playing games but then I found out I was missing out on a lot of great video game music. And in this day and age there's so much dialogue in games I can't be listening to music.
I'll listen to music when I'm grinding in RPGs though. Nothing specific though.
10/24 - Pallbearer
11/01 - Suffocation
11/30 - Devin Townsend
12/06 - Distant Worlds: the Music of Final Fantasy
03/07 - Video Games Live