I mostly use playlists on iTunes. I make up lists of tracks based around my mood (usually depressed) and let it go in the background. I also have 1 big playlist of everything which I play at random. I have loads of stuff I haven't got around to listening to and this is a good way of picking up gems.
I listen to the raddio quite a lot as well. For music it's always BBC Radio 6. Always a great selection of new and old.
It's the iPod for the gym. Here it's a playlist of fast indie and some dance. The dance can be a bit dodgy on the ski machine as I end up dancing....like a really drunk slalom skiier who has no sense of rhythm and who has put his ski boots on back to front.
I read before sleep and I have a CDs made up of various lo-fi selections which I nod off to.