I love music and listen to a wide range of genres. If I had to pick my favorite I would lean toward 60's British Rock. As a guide to my listening range in general - I picked up three cd's this weekend:
1) Pink Floyd - For Whom the Bell Tolls - Live Italian produced recording
2) Toby Mac - Tonight - Christian Rap/Rock
3) Santana - Supernatural (Legacy Edition) - Rock, jazz fusion, blues rock

Instead of just listing countless bands forever, I just decided to list bands I like that somebody already mentioned here. Jungletoad has the most similiarities
Bands people already mentioned:
King Crimson
Talking Heads
Queen
David Bowie
Nine Inch Nails
Aphex Twin
Amon Tobin
Venetian Snares
PJ Harvey
Black Sabbath
Tool
Tom Waits
Tool
Ac/Dc
Sepultura
Bands that haven't been mentioned yet but I feel like I have to mention
Ween
Sonic Youth ( If I had to name my top 2 fav bands, I'd say ween and sonic youth)
Fugazi
Wilco
Modest Mouse
and probably my favorite band that has come out in the last 5 years or so is LCD Soundsystem.

Don't know why, but when I saw your avatar, I thought you'd like Crimson... lol
I love progressive rock bands, and many other styles. King Crimson is one of the best, I also love Focus, Yes, Genesis, ELP, Pink Floyd, Mahavishnu Orchestra, Gong, Zappa, Amon Duul II and many others...
Other genres, of course, Classical music, rock, metal, pop, folk, techno, trip-hop, chiptunes... also, I'm game composer, so I have to listen just about anything in the world.

Ultra brutal things that make you die.

that's my musical taste in a nutshell
also i hate lady gaga. living in california is the worst: "OMG that's SO gaga!"

according to last.fm
paramore, eyes set to kill, motorhead, lady gaga, cradle of filth, new found glory, papa roach, serge gainsbourg
quite varied or so it seems.

Hum, there should be another post on the matter, if I recall well....

I think there's a handful of them.
As for my favourite music? I listen to just about everything, but only just.

Since everybody is posting their favorite bands, I better list some of mine:
King Crimson, Pink Floyd, The Mars Volta, Yes, Genesis, Led Zeppelin, Queen, The Carpenters, Gorillaz, Moody Blues, Emerson Lake and Palmer, The Who, The Ink Spots.

I have bipolar tastes:
Metal:
August Burns Red
(the old) Haste The Day
As I lay Dying is alright
Oh Sleeper
Demon Hunter (these guys get repetitive)
Other:
Muse
Soundtrack music (Ones that aren't in the popular crowd. Like Lord of The Rings Online, The Village (film) and Cowboy Bebop)
Secret and Whisper
Then I'm a huge fan of Jazz. Mostly sax stuff, none of the crap with Dixie or New Orleans. Not too big on vocal jazz but it's alright.

All over the place i guess. SID's and it's remixes [RKO], prog rock and proggy stuff as in psychedelic/space rock, jazz fusion or Tangerine Dream, blues rock, Thrash/speed metal [no, not Metallica], heavy metal, doom metal, technical thrash, ocasionally some death metal and grindcore, world music/folk, like Nueva Cancion, jazz/swing..
I think it's easier to say what i'm not listening to, which is modern rock, nu metal, metalcore, all those D-tuned screaming bands with verses set to a bass only background, hip hop, gangsta rap, modern dance music, crappy electronic trance [Tiesto like wankery], obnoxiously simplistic music [unless the genre dictates simplicity], emo, screamo stuff. And that artrocity called pop-punk, whatever that might mean.
There You go, Yellow Jester who does play. ;)

Definitely into prog big time. King Crimson, Genesis, Yes, Pink Floyd, Can, Nektar, etc is a major part of my listening habits. Love a lot of metal too (a lot of death,black, doom etc), and most guitar styled genres.

Kilimanjaro Darkjazz Ensemble, Amon Tobin, Air, Portishead, Tomas Dvorak, Wax Tailor, Cinematic Orchestra, to name a few. I also enjoy Tom Waits and Emiliana Torrini occasionally, or even The Prodigy when I am in the mood. My taste varies

I used to listen to Fields of the Nephilim, NIN, Tool, Porcupine Tree and many others a lot but I tend to neglect them these days. I listen to less music in general nowadays than, let`s say, 2-3 years ago.

When it comes to game soundtracks (apart from Tobin`s Chaos Theory and Dvorak`s Machinarium and Samorost) I really like what Mark Morgan did in FO1-2 and Torment. And The Neverhood OST.