I don't know about you, but I like to incorporate music into almost any activity I do, and obviously certain types of music work better for certain situations.  That being said, what is your favorite music for a specific situation or activity?  Me:

Work - smooth, non-intrusive music
-Anything from Kukeiha Club (Band), especially their fusion albums.
-Anything from Sakuraba
-Jazz, like Suikoden III Rustling Wind, Brink of Time, or Romancing Saga Cyber Bard doujin
-Castlevania IV

Driving - I like to rawk out
-Anything from JDK Band
-Any Dracula or Gradius albums
-Any Falcom Perfect Albums
-Doujin rock albums
-KoF Arrange Albums

Gym - Like the heavy here
-Dracula Battle Albums
-Guilty Gear XX Korean Reload
-Some moody Meguro rock ala DDS
-Anything from Sword of Justice, especially Chaos and Order

Sleep - Gotta be peaceful
-Zwei!! OST - I can't count the number of times I fell alseep to this album.
-Poplocrois Albums
-Chrono Cross
-Ys Healing

When I want to experience an amazing album in of itself
-Dracula New Classic
-Ys IV Perfect Collections
-Gradius Gaiden

Gaming - Basically anything and everything.

Work: It all depends. If we're in a rush at work, then hard 80's rock almost always does the trick for me (Scorpions! f---, yeah!). Other than that, if it is slow, I like lounge music (the closest to what I am trying to describe would be Buddha Bar). I guess this differs for people depending on the job they do.

Driving/cycling: Hard dance music. Eurobeat, Eurodance, techno, trance, it all works for me, as long as it pumps up my energy, and makes me want to move.

Sleeping: Peaceful, relaxing music as a matter of course. Yasunori Mitsuda's work on Xenogears and Chrono Cross are excellent examples. I also really love Gregorian chant, so stuff like Libera and Lesiem work really well.

Just chillin': It differs depending on my mood. Almost anything goes here, save for "gangsta" rap, and country.

Work: currently, when I'm sitting at a desk, I'll listen to something new so I can learn about it and write a review.

Driving: I have an OLD mix tape of vocal tracks from Xenogears CREID, Wild Arms, Evangelion, and some other stuff. I still listen to that now and then.

Sleeping: for years I got by on Wild ARMs and Alundra. These days I'm more likely to pop in an FF piano collection (especially X).

Chillin: see "work."

When I want to just experience awesome music: I've kept a pretty awesome collection of Falcom music (old and new) together just for this occasion. Also, I've REALLY been sucked into the SNES classics lately, mostly Square stuff (SoM, CT, FF, SaGa)

Gaming: I listen to the game's music, unless it's horrid, at which point I listen to something OTHER THAN VGM...because I don't want to associate a soundtrack with a game that may well be bad. This usually leads to me associating the mainstream music with games and vice versa. For example, the band Live's album "Throwing Copper" will forever remind me of Final Fantasy Legend III and Super Metroid. When I hear Sublime, I think of Langrisser II (not sure why I turned off the music to that one...oh yeah, the emulator screwed up sound!). Sixpence None the Richer makes me think of SaGa Frontier (SF had a great soundtrack, BUT I did beat that game with all 7 characters, and by character 5 the music was getting a LITTLE old).

Ramza

It all varies on mood, but currently I have been listening to...

Work
- CDs I am extremely familiar with (Konami Battle, Shadow Hearts, Lost Child)
- CDs I need to listen to more or just got (Project Sylpheed, Panzer Dragoon ORTA)

Driving
- Rock (F-Zero Guitar Arrange, Konami Battle, Atelier Iris Arrange, Ibara, SEGAROCK V.1)
- Electronica (IIDX 11/12/13, ESPGaluda Perfect remix, Samurai Champloo)

Sleep
- SaGa Frontier II
- Final Fantasy VIII playlist (the really unintrusive stuff)
- Chrono Cross
- Piano Collections FFX

When all else fails, there's always the Shuffle to keep the mood changing. I end up skipping over a lot of stuff that I would normally listen to when I put Shuffle on though, so I've been trying not to do that recently.