The tomcats in Diane Duane's (excellent) cat-wizard novels are portrayed as quite thoroughly fascinated by song (given that this is what they view their caterwauling-at-the-ladies as being). Real-life cats also of course sometimes communicate vocally, though of course personality and circumstance will strongly influence how much and in what ways they will engage this particular channel.
That said, I've definitely noticed varying responses to human-made music on the part of my feline housemates. Cora, Nikki, and Shadow mostly seem indifferent, though it could just be I've not played anything they've had strong feelings about one way or another yet. I've talked to several humans who have described their cats seeming to despise most instances of "human caterwauling".
Brodie, on the other hand, seems to love music. If I am playing something he likes he will hop into my chair, curl up in my lap, purr loudly, and even drool on my arm until the song is over.
I have no clue what this is about, especially as it clearly isn't a feline universal. He seems very relaxed when "his" songs are on, so maybe something about it reminds him of happy warm snuggly kittenhood days?
As for Brodie's taste in auditory entertainment, that tends to run toward the "folky female vocalist" band of the musical spectrum. Bonus points if said vocalists have the ability to cover a large octave range. Far and away his favorite artist right now is Joanna Newsom, especially the song On A Good Day. He also enjoys Joni Mitchell. (And he even likes it when I sing along with what's playing, though I will not be posting a video of that!)