As my handle might indicate I am fond of the more extreme end of the musical spectrum.
I often torture my players with the musical stylings of Entombed, Morbid Angel, Slayer, Cannibal Corpse and the like. I find that death metal/black metal is a good background noise for my campaign which is more in the mature/vile vein.
So if you want good gothic doomy atmosphere there are many good melodic black/death metal bands that do the trick nicely.
Fight scenes are good with some old school thrash accompaniment, such as slayer.
Of course extreme metal may not be your cup of tea in that case here are a few suggestions.
The Lord of the Rings soundtrack (natch)
The soundtrack for the movie Legend has some really effective pieces.
And just in case you are a head banging metal freak like myself I would be happy to reccomend some bands in that genre.
Dirge