Wyrmofwar
Traveler
Normally I don't listen to different music while playing games, preferring the OST. I'd just choose thematically similar music. One instance I remember was the game "Anno 1602" aka "1602 A.D.", which had music that was simply too sweet. The Vangelis Soundtrack for the movie "1492" worked very well with that.
I've noticed that with some games, the soundtrack is simply to good... Like Skyrim for instance, say what you want about the game but the soundtrack was amazing! Some games I like to have my own music though, not necessarily because the music is bad, but because there's music out there that's better. But even for those games that have incredible soundtracks, after I've played through it once or twice I like to challenge myself and find good playlists, albums, or even remixes of the original soundtrack. I know its not always possible, but the journey too find the greatest experience is too good to pass up! Plus with music changing and games evolving, its an endless search for awesomeness!