Music as a character trait
A few weeks ago I heard a snippet of an Irvine Welsh interview on BBC 6Music, in which he said that to create certain characters he immersed himself in the music they would listen to. I haven't read any Irvine Welsh so I can't comment on how successful this technique's been for him, but it struck me as an interesting way of going about it (if I was doing it, all my characters would like some subset of my record collection - I'm quite musically narrow-minded).
Music is very important to a lot of people, myself most definitely included, and they often have internal soundtracks (mine is a mash-up of Symphony of Destruction and Sweating Bullets at the moment as I was listening to Megadeth's Countdown to Extinction earlier). It can highlight an extra facet to a character, for example with Kate Atkinson's delightfully complex Jackson Brodie and his penchant for female country singers. He turns to these recorded women for solace frequently when the real ones in his life are proving troublesome, and it gives us a glimpse into the soft centre of this ex-army, ex-police, northern private detective.
When I wrote Wasted Years I didn't immerse myself in the relevant music but I knew early on what Helena and Matthew's musical tastes would be. Matthew the serious collector of 12" singles, possibly a Factory completist, and Helena with her badly edited cassettes of the good bits from the Top 40 'until she gets bored with them' (a concept Matthew can't begin to fathom). As she grew older, I don't remember mentioning it explicitly but I saw her as the purchaser of Ronan Keating albums, rom-com soundtracks or themed compilation CDs that she'd listen to for a while before chucking them in a charity shop bag.
Musical taste is an aspect of personality and anything that helps produce a more three-dimensional character is worth considering. Music can make you feel a certain way, and listening to someone else's record collection might give you an inkling of what it's like in their head. Be warned though, repeated listening to The Smiths and The Cure for reasons of research may lead to a feeling of beautiful melancholy.