I listen to music with my headphones on DJ style on one ear. We talk a lot during the trading day, so I have to be able to hear things I might be missing.
I think I remember hearing once that possibly Sony manufactured a pair of smart headphones. The idea is that when a certian signal strength is reached in the ambient noise outside the phones, it mutes the music and turns on a microphone on the outside of the earpiece so you can hear the people talking to you.
just a thought for you if you'd prefer the stereophonic experience
I rarely listen to CNBC or Bloomberg, they have nothing usefull to say most of the time anyway. I constantly listen to music while i am trading, the style depends on my mood. But, it does help the time pase while i am waiting for my set ups and it gets a good groove going.