If I'm doing something that requires great concentration, such as doing taxes or coding, I prefer silence.  It's easier to think without distractions.

If it's something that merely requires attention, but not concentration, like reading the newspaper, I'll usually listen to something light and without words, like classical music or instrumental pop.

If I'm doing work that doesn't require much attention, like Internets or e-mail, then I'll listen to pretty much anything, depending on my mood.