I usually listen to some heavy metal. It helps me to concentrate even when I'm studying. I used to not listen to music at all but with some time the game slowly turns boring and then my skills were gone with the boredom.
I always listen to this playlist when I play Dota 2.
For like CSGO .. I listen to mostly alternative-rock song like
Songs
Overall, I think rock/alternative-rock songs really good for first person shooter game. For games like Dota/LoL.. I always listen to the first playlist.