Sure do!
I personally love music at the gaming table, so long as it doesn't get too loud.
Which is too bad, because aside from the usual soundtracks, I like to make compilations for each session that include a lot of Heavy Metal. I usually favor the Power, Progressive and N.W.B.H.M. bands over the other subgenres like Glam, Doom, Black, Death and Thrash - although I'll sometimes include one or two songs from the latter four to vary things a bit. They make great themes for the monsters and villains.
For the most part, however, I stick with the more heroic and epic stuff, like Dio, Manowar, Helloween, Symphony X, Iron Maiden, Dragonforce, Rhapsody, Iced Earth, etc. For darker stuff I like to go with Black Sabbath, Opeth, Mercyful Fate, Overkill, Testament, Sepultura and a whole lot more. Also, while it's not exactly metal, God Speed You Black Emperor has some great long tracks that are very atmospheric.
Finally, I round things out with some Beethoven, Wagner and other symphonic works.