For me it depends on the exercises I am doing. For yoga and stretching I prefer something laid back-Enya, etc.
For cardio of any sort-I am an 80's FIEND. Especially 80's alternative and 80's punk. Give me loads of Billy Idol, OLD B-52's and The Talking Heads and I can go for hours!

(It was my generation!) I am also a huge Prince fan...and loved his brother group, The Time. Old school rap is another favorite-Digitial Underground, etc. I prefer the old school rap "beats" to the newer stuff, it was just more "fun". I also love funky dance alternative such as Edwin Collins and Dee-Lite.
For strength training I prefer something more pressing and darker-Marilyn Manson, Nine Inch Nails, Type O Negative, etc.