I prefer reading PKD to the sound of music. Scanner Darkly, for example, was read to side two of Brian Eno's Before and After Science. I tried to read it to the first side as well, but it just wasn't working. I think the second side captures the anguish of the book.
As for other book/music pairings, I read The Penultimate Truth to side two of Kraftwerk's Die Mensch Maschine. Something about these sounds really fits with the image of Joseph Adams flying his Flapple across an empty America on his way to work.
And Dr. Bloodmoney always has Depeche Mode's Songs of Faith and Devotion (the whole LP) as its soundtrack. No record out there better captures a post-apocalyptic sound.
Finally, I thought OMD's Dazzle Ships was a good sound for Do Androids Dream of Electric Sheep? This captures the warm sound of machines that you'll find in the book.