Depends on whether I want a particular atmosphere or not.
Plenty of soundtracks to choose from, really. I used a number of OSTs from movies (Conan, 300, Braveheart, Gladiator, the Last of the Mohicans, the Alien trilogy, the Lord of the Rings trilogy...) and video games (Elder Scrolls, Age of Conan, the complete LotRO soundtrack, the Witcher, the Mass Effect trilogy, WH40K Dawn of War 2...). I also have specific playlists (tavern music, for instance). And a few artists that just bring the mood (Enya, Capercallie, Loreena McKennit, but also things like Corsican Chants and Mongol Throat Singing).
It can be easier for modern games, really - you just set the soundtrack to fit the neighbourhood the characters are in - jazz, rap, blues, country, indus, punk, metal, pop, classical music... just set the music and your players know they have entered a particular ward. It's cheap and stereotyped, but in games, it works.
Sometimes I just take a very long soundtrack and let it fly for hours on end. Sometimes I fiddle with the background music often. And sometimes I don't have music at all. But in any case, it is always low volume enough that everyone can talk in a normal voice.
What I still need is to gather sound bites (sounds of marketplace, for instance).
