Depends on a few things:
1) My mood when i'm playing. Sometimes i'm in the mood to listen to the BG music, other times I want to play while listening to my own stuff and then there are occassions when I just can't be bothered with any of it and have it on silent.
2) What i'm playing the games on. On my GB i'll sometimes have the sound on, but more often than not when i'm emulating I speed through battles (Especially when EV training), and the music becomes a high-pitched looped noise which is very annoying so I leave the sound muted.
3) What time it is. Obviously no music or sound late at night or very early in the morning if I can't be bothered to get my earphones lol.