My instructor has this portable CD player so durning training, we always listen to tradition indonesian music. Usually, you don't even hear it when you're concentrating on the lesson, but while stretching etc, it's quite relaxing. However, my teachers just likes the music and it prevents people from talking to each other (even though it's not really loud or something) so there's no deeper meaning behind it.
When I'm training at home, I like to listen to power metal (sonata arctica etc.) or christian worship (Hillsongs united) because that's very exciting and happy music.