I've said before that I prefer actual movie music soundtracks to be the background music for my games, and I've even posted a preferred playlist of sorts for my DARK•HERITAGE setting.
That said, I've spent much more time and money than I really should picking up some other background stuff. Stuff that, musically, may not be as deft, but as background music, it may be even better in some ways; it fades a bit more into the background, while still conjuring up a mood. I've blogged briefly about guys like Midnight Syndicate and Nox Arcana in the past (and given the season, they are both appropriate right now. Both also have new(ish) CDs available; The Dark Tower by NA and Carnival Arcane by MS).
One that I had not blogged about before, but which is kinda cool, is Sonic Legends. This isn't really a band per se; it's more a collection of loosely associated artists who release stuff. Here's their website. You can listen to much of their stuff there, and you can also listen to samples (and buy tracks) at places like the Paizo store, RPGNow or DriveThruRPG. I've bought them at Paizo in the past, but the price and process is pretty much the same everywhere else.
These tracks are interesting and loopable; on the main website for Sonic Legends, they apparently have provided them for indie computer game use as their primary target, although Paizo sells them as if they were RPG themed. Really, there's not a lot of difference. I've got quite a few tracks now:
"City of the Dark Elves"
"On the Open Sea"
They tend to be a mix of darker and lighter sounds, and many of them have sound effects mingled with the music. If you're going to use them in a game, you need to be ready to play it on cue, and let it roll fairly quietly in the background, probably from a laptop or tablet PC that you're using as a DM tool. I haven't quite gotten that fancy, but I'd like to some day. In the meantime, it works as background music for me while I work, just like the Nox Arcana, Midnight Syndicate and the actual movie music soundtracks do.