Either 1: travelling (Fortunately the Walkman makes this very easy - I used to bus an hour and a half daily. Now it's two hours, even worse!), or
2: late at night, on the computer doing computer-y things. For obvious reasons it's headphones. or ...
3: the RARE times when everyone has, as chance would have it, left the house to go run errands and I am free to use the record player (because in my house nobody seems to like listening to music unless there's a visual provided) or
4: studying. Again, headphones, but this is actually pretty fun because when I let the music flow to the mental back-burner while busying self with horrible things like multivariable calculus , I swear I appreciate it on a whole new level. Have I told any of you how Yes helps boost your math mark? It's funny but I'm serious.
BTW, comments such as that from Tangerine62 kinda tick me off, I must admit. Even though I know that's just your opinion and is a reflection of your personal experience.