I'm not sure whether it was in Need for Speed: Underground or one of the Burnout games, but there was a track called "Stay in Shadow" by a band named Finger Eleven. It always stuck with me, and when it came on the satellite music channel I listen, I was all "hey! I know that one!" The satellite channel played another of their tracks, and also the track "Good Times" (very good, btw) appears on the latest SSX game, SSX On Tour.
What's the point? I bought the CD recently. Music in games can be an excellent sales tool for bands. I've heard quite a few great tracks.
Of course, on the Xbox 360, you can toss out whatever background music comes with the game and use your own playlists. A nice thing, but don't forget to listen to the bundled music... you might find something new and interesting!