On my first playthrough i tend to just listen to in game audio, but second time round i like some motivational music. For me i am thinking some Viking/Norse Metal like Amon Amarth. How about all you?
I will be doing the exact same.
Amon Amarth seems to just fit so well with the setting of Skyrim.
Along with Amon Amarth, probably some Skeletonwitch, Meshuggah, and Debauchery. For some lighter stuff, maybe some older Nightwish, Demons & Wizards, and Blind Guardian.
Pretty much what I normally listen too.
EDIT: Eluveitie might fit pretty well too with Skyrim's setting (folk metal band from Switzerland).