Music
George: Updated info below. I feel very strongly that there shouldn't be constant music playing while you play.
As with Half-Life and Rune and Max Payne, there should be no music while you play. Instead there should be a large about of ambient sound effects appropriate to the area you are in at the moment. This is far more imersive than having a radio going in your face.
When there is music (menus, titles, cinematic's etc) it should be Native American in nature to support the theme.
You could/should have music on boss fights and very, very key sequences in the game where it will increase the mood/tension.