Don't usually have music on during sex but from the times I have, I can see how the right music could fit the mood (and the wrong music drag it down). From my musical tastes, some smooth jazz would be nice for those slow, sensual sessions while something with more of a beat for more vigorous action. The current crop of British female singers (Dido, Adele, the late Amy Winehouse) have always struck as good sex music but haven't tried a playlist of them for that purpose.
Maybe thinking old style here but I think having beautiful music playing in the background is fantastic while having sex...
Music , not NEEDED but sex IS a sensory experience, so why NOT stimulate as many of the senses pleasantly as possible? As to WHAT music, like all else about sex it's a matter of personal taste. For me give me Nat King Cole, Brooke Benton, Barry White and a number of "golden oldie" romantic songs. "Then You Can Tell Me Good Bye" among them.
Music makes everything better
Art can never exist without naked beauty displayed. 
