It depends what im doing. Generally on the PC, then I just have a playlist of general music. I try to stay away from music, im likely to skip so I dont get distracted skipping through songs.
While commuting 30 minutes to and from work I find myself shuffling the songs on my iphone and I don't really go by a particular playlist. I will occasionally have radio set by my favorite artist on pandora while I am at work in the office.