I don't know about anyone else, but I like music. I like it a lot, actually. Of course, I'm no great musician, and I couldn't tell you what makes one band great and another just so so. Still, I'm listening to music more often than not, and I'm probably not alone in that.
When I play games, there are quite a few times when I'll listen to the packaged soundtrack, but then switch to my own music for further playthroughs. For MMOs I may even just switch over immediately. I've found that my mood, and in-game activity are very closely related to what I queue up. Some zen-like mining in EVE is accompanied by ambient and meditation, while intense combat in Crysis would warrant some nice hard rock.
Of course, music tends to tie itself strongly to memories. For instance, I can't hear the music from the movie "Thousands Cheer" without thinking of the Garuda camp in Zelda 64, which I beat while my family was watching the movie in the other room. And other times a particular song will come on and I'll be right back in Starlancer during an intense dogfight.
To me, those songs make up a soundtrack of my gaming life. Funny thing though, if I were to go back through and find them all and compile them into an album... it would seem unfocused and confused. Show tunes next to System of a Down, next to SR71, madness! But to me it would be a pleasant walk down memory lane.
How about you all, do you have any tracks that put you right back in a game?