I usually have some kind of music going on in the background, pretty much continuously. I have always been the kind of person who operates better with some kind of background noise, rather than complete silence. I'm also a big fan of putting together thematic playlists, usually on my iPod. By 'thematic', I mean things like 'Chair dancing' or 'Sleepy time' or 'I hate everyone/Stompy music'. Once I find a playlist I like, I can put it on shuffle and repeat and listen to it for quite some time.
Unfortunately, I have a terrible memory for names and song titles, so half the time, I don't actually know what I'm listening to. It means that a song will come on the radio, for example, and I'll suddenly have memories of studying Spanish in the library stacks while I was in college, but I won't necessarily be able to place why. A lot of people have this same phenomenon with scents, in that a scent they don't consciously notice will bring up memories out of nowhere. For me, music does the same thing.
There are plenty of times, though, when a song comes on and a memory comes through that just makes me happy. A lot of oldies remind me of long car rides with my family, as my father was a big fan of the golden oldie station. Country music of the 1990s makes me think of Mom, as that's when she started listening to a lot of country. (We lived in Spain at the time, and the one English radio station was the Armed Forces radio station, and skewed heavily toward the country side.)
One day, I'll actually try to organize some of my music based on the kinds of memories they give me, as that will help me figure out which songs are which, for one thing. In the meantime, I'll just live with the knowledge that any given song may bring me back to a place in the past. At least, for a little while.