I use music in-game constantly. Not in the sense of "here's a battle scene, I'll put on track X," but just having continuous low-level ambience. I gravitate towards darker and/or more "organic" ambient music for this-- Rapoon, O Yuki Conjugate, Lustmord, Tuu, Robert Rich, and Oophoi are musicians whose work seems to work especially well for creating atmospheres of mystery, dread, foreboding, and phantasie.
I don't do a whole lot of prep, and when I do I generally don't make any efforts to listen to a certain kind of music.