I've flown piston singles with built-in stereo systems. They would automatically cut-out when ATC was transmitting. It was very cool to fly that airplane with the tunes going. Later at the regional I worked for we would tune in the AM radio stations and listen to those on occasion. I have heard of guys on the longer transcons plugging external speakers on their walkmans and listening to some tunes. I wouldn't do it for fear of missing a radio transmission from ATC.
TP