Some writers require complete silence in order to write. This doesn't work for me: I've tried it in the past, and whenever I put myself in seclusion, with no background noise at all, I fall asleep instead.
Just randomly listening to music can be counter-productive, because some music just doesn't fit with whatever it is you're trying to write. I get a lot of mileage streaming something I can mostly ignore (i.e., techno shoutcast channels and whatnot) but when I want something more portable and a little more engaging I create an official playlist.
For those of you who may be interested in what an official playlist for Pay Me, Bug! might look like, here it is: