Sometimes. Not usually when I'm working on a level or doing anything that requires frequent testing, but often when I'm editing a batch of sprites or doing other boring tasks like converting big blocks of code.

Most of the music I listen to while programming is (shudder) MIDIs, though thankfully I usually apply a different soundfont so they sometimes sound pretty decent. Only occasionally do I listen to a playlist of my extraordinarily random collection of MP3s.

I could sing along with every Paper Mario tune while making SPBW. I always put on some music (wether it's the radio, or a random CD) when making games.

I try not to voluntarily allow my audio senses be attacked by music - stuff gets stuck in my head for weeks. So, in another word, nope.

...Though I can't say I don't mind certain video game tracks getting stuck there for a while.

The only time I don't listen to music while working is when I'm writing music.