Id rather respect the time developers put into the game and listen to it the way they wanted it to be listened to. They have sound producers for a reason.
If, however, there is some thing in a game I'm doing that has no music and I feel like listening to some, I'll start some random album from Behemoth, Mors Principium Est, Devin Townsend, etc and just let it play from start to finish, but even that rarely happens. Can't do it anymore anyway, someone broke my headphones.