I don't work with much music. One of my players is a musician himself - he tends to listen to the music, not to the GM.
A nice openig track is good. It helps, to settle the mood. But during play, I would use music sparingly. And if you use it as background, you should chose slow and more instrumental tracks. If the tracks have to much rhythm - lots of drumbeats - this can distract the attention. Soundtracks are ideally suited.
On the other hand: Some of the "louder" tracks, thrown in on occasions, might do it, from tome to time:
Iron Maiden - The Trooper
Motörhead - Overkill (An edit, song's too long)
System of a Down has same real loud ones, that could be played as an opener to a scene.
There is an album of Apocalyptica with cover songs from Metallica ("Apocalyptica plays Metallica"?). Some were really scary.
Pomp and Circumstance might work, too. (You know, when the job is done and the players can feel like real heroes
)
I once played with a guy, who must have had literally hundreds of soundtracks. He used several tracks as musical themes for certain NPCs. This was fun - every player instantly knew, what was happening.