I rarely listen to music from an outside source when I play a roleplaying game. On those few occasions when I do, it is never anything modern (certainly not rock *shudder*) and rarely vocal music. These days I mostly either listen to game music or I turn the game music off. I am very fond of ESO's music so I usually leave it on.
Years ago, I used to insert tracks into the music folders in Morrowind and Oblivion. I would try to select tracks that blended well with Jeremy Soule's music. The game would play these new tracks in rotation, along with the original tracks. That is the closest I have come to listening to my own music on a regular basis.
As a composer myself, it's unthinkable to listen to something other than what the game itself provides. The music team has worked too hard to simply ignore their contribution to the experience of the game. It would be like using an addon that reskinned all textures to look like WoW or something.