Different kinds, Heavy Metal and Industrial to Movie Soundtracks and Classical. Sometimes I just turn on the radio and listen to local stations or, if I'm modeling at the right time of night(which is most of the time I'm not working) talk radio...wierd stuff like Coast to Coast AM.
But it really doesn't matter, like tonioseven said, when I get into the groove of what I'm working on it becomes part of the background. Heck I sometimes don't notice when a CD is done until I go to take a break and "notice" the silence.