Depends on what type of game.
Shooters = anything heavy and fast. So like punk rock or metal. Examples Trivium and Pennywise
RPG's = something a little bit slower but still heavy in some parts. Ex. Dream Theatre, Muse, Breaking Benjamin, and Linkin Park
Strategy games = I like listening to alternative music and indie when I play strategy games. So music like The killers and Daughtry were nice to listen to I thought. Oh and techno is kind of fun to to play for strategy games and for shooters sometimes too.
Adventure games = Adventure games like GTA and Assassins creed I like listening to basically anything that has a good beat. I sometimes try to mimic the beat based on what I do. So anything with good basslines and drum lines. EX. Red Hot chili peppers, Queen,Rush and Incubus. I also like listening to punk rock especially if I'm playing GTA.
Puzzle games = Softer music, anything that calms me down and makes me drift off. Owl City and Theory of a deadman are examples.
Maybe I thought of this too much, but to me, certain music really can help you with how you play a game. That is why i'm a little picky when it comes to what I want to listen to while I play a game.