Music is just as important to me as the elder scrolls. I would like to say that I listen to the TES 3/4 theme song all the time while waiting for Skyrim, but I don't. Although, it's really beautifull! I would advice you to listen to classical music & instrumental jazz, as, like TES, it fully allows you to craft your own experience! There are no lyrics to tell what it's about, so it's about what you feel while listening to it!
For non-instrumental music, I like some progressive rock albums, especially concept-albums (all songs of this albums are about the same story/subject). Bands that do this are Spock's Beard, Genesis, Neal Morse, the Beatles did it even (Sgt. Pepper's Lonely Hearts Club Band). I think TES fans love stories, and that's what these albums are about.
Check it out, PM me if you want to know more!
Of course, musical taste is very personal, you might not like it!