... then game on.
I used to use a lot of background music in my games. I always felt it helped the atmosphere and enhanced the experience of the game I was trying to play. I used soundtracks from all kinds of movies and television shows and kept the volume down but it was always there, getting the players in the mood. To play with each other. In the game. Of course.
Back when I started with Basic D&D there was no room for music but I started once I began to GM Star Wars D6 campaigns. Shockingly, I used the Star Wars soundtracks for those games. Once I moved on to GMing WFRP I used Beethoven and Rachmaninov, and the MERP game I was playing in was accompanied by Clannad, especially their 'Legend' album (as we were trying to get a 'Robin Of Sherwood' feel to the game.)
After that there was a plethora of music - The 'Terminator 2' and 'Mad Max: Beyond Thunderdome' soundtracks for post apocalyptic / cyberpunk games, the 'Alien' soundtrack for 2300AD, a selection of swing and dance music from the 1920s for Call of Cthulhu - I had a massive collection of soundtracks to suit any and all games I was playing. When the glories of CDs came along and I got a remote control and repeat function... I was in RPG Music Heaven. I bought soundtracks not only for their quality of music but also whether they would suit my games or not.
A few years ago I almost stopped buying popular soundtracks for my games - I had been running Warhammer Fantasy Roleplay using the Howard Shore 'Lord of the Rings' soundtracks and the game got lost, primarily because the atmosphere being evoked was 'Lord of the Rings' and not the grim world of Warhammer. So I branched out and purchased soundtracks that the players would most likely not recognise, so that the music would feel unique to the game I was running. The 'Army of Darkness' soundtrack, the 'Dune' and 'Children of Dune' soundtracks, the 'Shackleton' soundtrack... I dug out soundtrack music and classical albums where there was a good chance that my players had never heard it before. That way they equated the background music with just my game and not the subject/show it was originally associated with.
Now that I'm planning a Dragon Warriors campaign one of my first thoughts was 'what music shall I use?' Thinking about the subject matter - a fantasy medieval Europe post-crusades - I'm thinking of the soundtracks to 'Kingdom of Heaven' and 'The Thirteenth Warrior'. I'm also considering throwing in some Clannad, just for old times sake.