I generally don't listen to any outside audio (music, TV, whatever) while gaming. However, just a handful of days ago I did just that with Skyrim. I was making a hardcore effort to level my smithing to max so I could, for my first time ever, make dragon armor and weapons. I got sick of the banter in towns while grinding so I muted the game and went to my default background music for when I read stuff on the net and that's a YouTube channel called MixHound.
I prefer their continuous streaming station called Chillstep which they describe as Chill, ambient, study music. Basically just easy listening electronica. Unintrusive music for the background.