I hate to say this, and I sincerely hope that any sound engineers who might be reading this will forgive me, but when I get into a new game, the first thing I do is turn off the background music. This is not to say I don't think the music is good; in fact, many times it's great. I bought the Warcraft III soundtrack, f'r cryin' out loud. But when I drop in-world, ready to kick some ass and take some names with at least one apostrophe in them, I'd rather just immerse myself fully, and that means only hearing the environmental and ambient soundtrack.
Or I'll listen to my own music, preferring the juxtaposition of modern instrumentation with medieval visuals. Or I'll even just listen to the Penny Arcade podcast, if I get lonely for the sound of human dialogue. Am I alone in this? Am I missing out on a wonderful experience by omitting a piece of the whole that was engineered to enhance the gameplay experience? How do you feel about background music?