Use a lot of those mentioned for mood, and yes, nothing fits a battle better than heavy metal!
I also make heavy use of Nine Inch Nails' soundtrack to the Quake computer game, which is just audio tracks on the game CD, but also available from the usual sources to download if you don't have a copy. This music is great for dungeons and any of the Lower Planes (the game was set in hell anyways) and are mainly 5-8 minute tracks that are ambient enough to be set on loop for a good while without becoming annoying.
Also, NIN did a double-album of instrumental stuff more recently called 'Ghosts I-IV' consisting of 38 tracks of 2-5 minute pieces, a lot of which are well worth queueing up for various locations in the Planescape 'verse.
Currently, I use the music by Sigur Ròs to set the mood for certain scenes. The langauge it is sung in is icelandic or 'hopelandic', so no player is going to understand it. Aegatis Byrjun and Takk... are the albums I would recommend most for games. All of their music is pretty brilliant, by the way.
Other bands whose albums I've used in games include Apocalyptica (Plays Metallica by Four Cellos, Cult), Mew (And the Glass Handed Kites, Frengers) and Corvus Corax (Seikilos, Cantus Buranus).