Music all the time. Mostly alt rock. I use Grooveshark a lot- I have a bunch of playlists and I just pick one at random. I've been going through a Chevelle phase lately and I'm not sure if that counts as alt rock.
Anything that involves thinking is better with music. I write my philosophy essays with heavy metal sometimes.
If so, what type of music or bands do you listen to when you're playing? I normally start out listening to music, but when I get to a point where I need to concentrate I will turn it off. Most of the time I like to listen to jazz, classical, or acoustic when playing, but sometimes rap or techno. Almost always internet radio like Pandora, Last FM, or more recently Grooveshark. I'm curious as to what if anything others listen to. Do you find it helps you play?