The key element is not to make the music too on-the-nose. If the players are listening to the soundtrack and it's producing the same feeling as each other's actions or a GM's narration, then they are likely to drift between these things a little too much. When music in movies (for the most part) takes center stage, it's likely there's no dialogue. Since RPGs are entirely created through real-life dialogue (as well as miniatures, terrain and sometimes drawings and diagrams...hm, did I just disprove this whole blog post?!?) it's important that your music provide some contrast to what you're doing - something where listening to the music, then listening to others, is switching gears.
The most effective Vampire: the Masquerade music cue I ever used was not a horror movie soundtrack, nor a goth track, but was this:
So let's talk about some other soundtracks that have particular feelings to them and how to use contrast in your campaign to make these soundtracks effective. Again, these are all soundtracks currently on sale for $5 or less.