Generally anything that won't interrupt the flow of the game works. Maybe hard rock or metal or anything to your tastes really. Although, I generally prefer no music in multiplayer so I can hear what's around me. The same goes for campaign; I prefer the full cinematic experience the game provides. Still, I'd recommend just about any song on Avenged Sevenfold's City of Evil, Halo by Machine head, some Deftones even. Since you'll probably be more focused on the game, the music shouldn't really matter too much, unless, it's something like Britney Spears, Christina Aguilera, Myley Cyrus, Justin Bieber... Unless you like them, but, they still don't really go along with any FPS unless they're physically in the game and you're shooting them.
If I ever play a horror game I'll usually play some heavy metal & screamo so it keeps me pumped. Definitely do this while playing STALKER:Call of Pripyat since that game is fairly quiet.Nothing says going into a deep crevice full of monsters and having metal pumping through your ears.
