It definitely depends on the game for me. When I'm playing something like Minecraft (heavily modded) or Terraria , I normally leave Pandora open on my favorite channel. I don't even entirely know how to categorize the music I listen to on it but it includes a lot of songs from: Green Day, Good Charlotte, Panic at the Disco, Bowling for Soup, and Fountains Of Wayne. In terms of my own music library I like to listen to movie soundtracks and songs from other games. I normally listen to music while playing "lighter" games that are non-shooters and such, but that constitutes the majority of the time I'm listening to music though.
Sorting my itunes library by playcount my top songs are: Stacy's Mom, The Prettiest Remix (From Superbrothers S&S), Illmerica, Running Hell (From the game Cave Story), and Teardrop by Mezzanine.
So IDK, that's the sort of music I listen to while playing games. It's the music I like, but I try to constantly expose myself to new music on Pandora.