Conan the Barbarian was one of the first soundtracks I bought to play for my D&D games way back in late middle school. I'd just finally gotten a boombox with a CD player. See, "normal" people would go out and buy CDs of their favorite bands. But no, I wanted good music for my games.
I remember the session I first played "The Anvil of Crom." The group had been split up for some reason--all of the fighter-types were off doing something else, leaving the cleric, magic-users, and thief by themselves in the Cairn Hills a few days travel from the City of Greyhawk.
Suddenly, the group got ambushed by ogres. Just as all seemed lost, the fighter-types returned on horseback, making a grand cavalry charge into the ogres with their heavy horse lances (that's 6d6 damage against large creatures back in the day!) Then they fought the rest with their longswords and two-handed swords.
Before I got the CD played I'd make mixed tapes. Sometimes I'd record sounds off the TV, even soundtracks from video games like Final Fantasy II and III.
My goal, for the longest time, was to get a 5-disc CD changer. But by the time I got that, mp3s started being all the rage. Now I hook up a couple small speakers to my laptop and use I-Tunes.