I'm a big score addict who pulls things from everywhere, even movies no one cares about, and it helps if you have a broad and intimate knowledge of what you're using.
Running music while DMing is hard to pull off. It's easier if you're a player and you can read the signs of how a given encounter or situation is going to play out AND your music is really well organized and can be called up quickly.
Me? I use WinAmp because after it's loaded it loads up tracks real fast and use a keyboard to navigate the library in WinXP Explorer.
The problem with some soundtracks when used as published, is that they lump multiple themes into one track. Either edit them and break them down into pieces that can be used and put together in a looped playlist (for example, I take all my tavern music and just put them in one playlist) or memorize them and know when to score on the fly (I've mastered how to keep 'Into the Trap' from Return of the Jedi going for 10 minutes even though it's only 2:39 long)
Also try to avoid anything too iconic from popular scores. I re-edited 'Belly of the Steel Beast' from Indiana Jones and the Last Crusade so that the Raiders March cue is not included in it, and it's great for wagon chases and airship storms.
That said, try diverse ones like
Children of Dune for majestic arrivals ('Arrival of Lady Jessica', 'House Atreides') mournful situations ('Dune Messiah', 'I Have Only Now') and varied action cues for surprise monsters ('Rya Wolves') preparations for war ('Summon the Worms', 'War Begins)
Planescape Torment has a lot of nice industrial-fantasy sounding cues that work well for Eberron like scenarios ('Dakkon', 'Smoldering Corpse Bar', 'Sigil') even specific ones like when dealing with arcane societies in Aundair ('Fall-from-Grace') or moments of destiny and prophecy ('Fortress of Regrets', 'Deionarra')
Sunshine has 'Kaneda's Death Part 1' which is great for dungeony investigative situations and 'Mercury' is great for any situation where people have to deal with abandoned areas with a sense of loss such as burned down homes, abandoned laboratories though 'Forest' and 'Theme of Laura Reprise' from Silent Hill 2.
Mercenaries: Playground of Destruction can be used for many actiony moments. Works best in non-fantasy RPGs, but I still use it for my Eberron campaign. Try 'Deck of 52' or 'Explosion Scherzo'.
Also, collect as many tavern and marketplace tracks as you can get. For the latter, I use 'Waukeen's Promenade' and 'Trademeet' from Baldur's Gate 2 and 'Streets of India' from Hitman 2: Silent Assassin for the former, I use 'Tavern' from World of Warcraft and Baldur's Gate 2.
