I started playing with the volume off ever since SoulSilver came out, since I wanted to listen to music, and Pokemon podcasts, while playing. But I always make it a point to play through the first time (for the most part) with the music on, and I have to admit, it's gotten so much better.
All the generations have their own specific music, and I smile thinking of the nostalgia that each brings. It's true, they have all progressed, and BW2 is definitely a huge step forward, but at the same time, I sometimes find myself missing the older, 8-bit sounds.
Not saying I don't like the new stuff. I'm playing through Platinum again at the moment, and I'm trying to keep the volume on, and I sometimes smile at how good the music actually is. As a kid, I didn't notice stuff like that (although I always played with the music on back then). Going back and listening just blows my mind at how good it is.
I guess to answer the OP, I am a huge fan of the music. I think my least favorite are the battle music, but I love listening to it regardless. It adds a certain texture to the overall playing experience that can't quite be overlooked, especially considering how much nicer the music has gotten over the years.