Do you ever question who you want your roleplay character to be?
Sometimes a theme song can help. For instance if you find a song that's mysterious and thoughtful that could help you develop your character. Or a song that enforces being snobby and acting "all that", that can help too!
While looking for songs to pick, choose something you like. That may sound obvious but if you don't like the type of music and you listen to it while roleplaying? That will annoy you to the high heavens. So find a song you wouldn't mind listening to, explains your character and overall helps you with roleplaying.
Hope that helps!