My needs in this area depend on many things, but mostly: the nature of my task, my environment, and my mood. If my current task requires some concentration, then silence is best. Or maybe classical, or jazz. Possibly newage, but only the good stuff. But it I'm in a bad mood, or my environment contains an obnoxious co-worker who WILL NOT SHUT UP about whatever random thoughts enter his mind (this has been a significant problem of late, feeding into the aforementioned bad mood) then some sort of music becomes imperative. With closed-design headphones. And if I'm in a bad mood for any other reason, then adding some music does improve my productivity for most tasks. Plus it reduces my need to kill my obnoxious co-worker in the most grisly manner possible. Because that might negatively affect my annual bonus, after all.
Sadly, much of my time lately seems to be spent fighting boredom while waiting for overly-long tests to complete. In such cases, loud, energetic rock is often a good cure.