As much as I enjoy cracking open a new book and following the characters to the conclusion, I think I enjoy becoming familiar with a new song even more. It taking a couple days to finish perusing a new member of my growing library and only a few minutes to finish a new song might have something to do with it.
Especially if it takes me a while to find the particular song I want, I generally spend a week listening to the same song on repeat when it's fresh. For the first couple of days, I'll sit at my desk and move around a little in time with the music, getting a feel for the images that flow through my brain in response to the lyrics or even just the rhythm. And for that first couple of days, writing while listening to said song is nigh on impossible. The images conflict, so I have to hand-write what I want to say in silence and then jam while getting the words transferred to the computer.
After that, it's a toss up.
The music that I write to can vary, even in a single writing session. Sometimes I sit down, plug my head in and go about my merry literary way. Sometimes I fight with the media player trying to find the exact combination of tunes that will allow the creative juices to flow properly. (Generally, the latter means I need to pull out the headphones and hit the keyboard to the ringing in my ears.)
I've written to a wide range of genres. For a week once, I typed to the lyrics of Latin ballads that went too fast for me to even attempt to translate. Another week, I spent wrapped in the musical arms of the Japanese theme songs from some of my favorite anime. Usually, though, my preferred musical background is rock of some sort. I've even played around to the beat of heavy metal a few times (usually Zero took up a lot of those scenes, my poor tortured warrior).