Metallica, Godsmack, Rage, Slipknot, Nothingface, Fear Factory, Static X, Mudvayne, AC/DC (Back in Black), Iron Maiden, Motley Crue, testament, Slayer, rancid, Green day, etc. Sometimes a little techno aint bad either.
Anybody who doesn't use a walkman at the gym is surely missing out. It puts you in a zone and in your own little world so you can focus and don't have to talk or listen to anybody else in there who isn't in there to work. Good music is essential (for me) for sick workouts.
Scotty