Ah... this topic pops up once every few months or so. Near and dear to my heart.
I use a lot of Joshua Dyal's list, among many others. (Though, unlike him, I do match up the music and the moment.)
With my home theatre PC and remote, it makes using music during a session very easy. With more than 360 albums (7500+ songs) to choose from, all properly categorized (the ID tags make sorting a snap) tied with my intimate knowledge of what I own, it's very easy for me to grab the right song for the right moment.
Along with JD's list above, I also use a fair number of video game and anime soundtracks. Final Fantasy, Chrono Trigger/Cross, Suikoden, etc. are all very good. For anime, anything composed by Yoko Kanno is sure to fit.
I avoid songs with lyrics (and anything anachronistic) like the plague... except during my futuristic campaign.