Now, scientific studies have shown that music really can change our mood and even help us concentrate.
We look at the effects music can have, and we ask the experts what songs are likely to help you run a race, prepare for an exam or relieve stress.
Listening to a song can have a real effect on various parts of the brain, with studies showing that areas responsible for aspects, such as memory and vision, can 'light up' in response to music.
'There's a very wide range of reactions in the body and mind to music, and brain imaging studies have shown that various parts of the brain may be activated by a piece of music,' says Dr Victoria Williamson, lecturer in psychology at Goldsmith's College, London.
'For example, a recent study in Canada showed that there's a real causal relationship between music and the reward system, a core part of the brain that reacts to stimuli, which are good for us – food, light, sex for example – and reinforces these behaviours meaning that we do them more.'
So what benefits can music bring?
Everyone reacts to music in different ways. One individual may love heavy metal for example, while another is happiest listening to Mozart.
Whatever your preference, a 2011 Canadian study, published in Nature Neuroscience, has shown that plugging in to your favourite music could help melt away a bad mood.
Researchers at McGill University in Montreal showed that listening to pleasurable music of any description induced 'musical chills', which triggered the release of the feel-good chemical dopamine.
'We all know from our own individual experiences that listening to music can affect mood,' says Bridget O'Connell, head of information at the mental health charity Mind.
'Some people listen to music for a boost on a tough day, while others might use music to keep them awake during a long car journey or to purge a negative feeling.
'The brain is very complicated – and there are many elements involved in feelings of pleasure – but it's unsurprising that research suggests dopamine release is linked with feelings of pleasure induced by music.'
Music may even be able to help you concentrate.
A new 'digital tonic' called Ubrain, which can be downloaded onto smartphones, claims to be able to help people focus, energise, wake up as well as relax.
The process uses two different beats in each ear to create a third 'perceived' beat (a binaural beat), which can stimulate certain activity in the brain.
'By helping the brain cortex to generate specific brain waves, we can induce different states of alertness, depending on what we aim to do,' explains Paris-based clinical psychologist Brigitte Forgeot.
'If we're feeling anxious or stressed, we can encourage our cerebral cortex to produce slow alpha-frequency brain waves, while on the other end of the scale, if we help our cortex to produce faster beta waves, we will be better equipped to concentrate and focus our attention on a fairly lengthy task.'
Pick up the pace
Listening to certain music could actually help you run faster.
A study at Brunel University in West London has shown that music can help increase endurance by as much as 15 per cent, helping to lower the perception of effort during exercise, as well as increasing energy efficiency by between one and three per cent.
The best choices for exercise are up-beat songs that match the tempo of your running stride and which can have a metronomic effect on the body, enabling you to run for longer.
Better mental health
Music can be an effective and positive treatment for people dealing with mental health conditions.
'There are two distinct ways music therapy is used: either as a means of communication and self-expression or for its inherent restorative or healing qualities,' says Bridget O'Connell.
'Someone who is very withdrawn may find that music can act as an outlet for expressing things that they're unable to put into words. It can also act as a stimulus to awaken buried memories or evoke emotional responses that may take weeks to achieve with talking therapies.'
Music can be a great pick-me-up for when you are feeling stressed.
According to 2011 figures from the mental health charity Mind, nearly a third of people plugged into their music players to give them a mood boost about work, and almost one in four said that they find listening to music on the way to the workplace helps them de-stress.
Paul Farmer, the charity's CEO, backs up the statistics by saying that the therapeutic benefits of listening to music are well-known.
Tuning in to one of your favourite songs can be incredibly soothing and help to reduce anxiety.
Music can actually have a significant positive impact on patients with long-term illnesses, such as heart disease, cancer and respiratory conditions.
Numerous trials have shown that music can help lower heart rate, blood pressure and help relieve pain, anxiety and improve patient quality of life.
'Music can be incredibly useful for somebody who is in a situation where they have lost a lot of control from their external environment – say they are in hospital for a long period of time with a serious illness and less able to move around,' says Dr Williamson.
'It can give them a sense of control back, as well as creating a calm personal atmosphere and blocking out some of the disturbances around the patient.'
While there are certain trends – fast upbeat music for exercising and slower-paced music to relax – choosing songs that have the desired effect is often linked to personal preference.
'The effect of different types of music on mood will largely depend on people's individual preference and experience,' says Bridget O'Connell.
'If you grow up with rock music, you might not find classical music uplifting at all. On the flipside, some people can't bear rock music, so they are more likely to be wound up than uplifted.
'Music can also invoke particular memories for people, including some that could potentially make them upset. On the other hand, it could also bring them out of a severely withdrawn state or act as a form of communication in place of words.'
There are some rules of thumb though, admits Dr Williamson. 'For a general rule, if you want to relax you should choose songs with slower tempo, less key changes and more predictable structure.'