When I was in London and visiting other countries with commonly-used public transportation I prided myself in listening to the 'sounds of the city' and staying awake to the people around me- rather than tune them out with music as it is common to do. However, here in NYC I do a lot of walking to the same places of work and the Subway trains often make loud squeaky noises which make my head hurt... thus, I usually listen to my music in at least one direction [although I try to stay at least sort of alert].
One of my favorite songs to listen to on the Subway is Aretha Franklin's "Respect". The only problem is that I have difficulty not dancing [and sometimes running into the people next to me mid-move] while singing it silently under my breath. One of these days I'm just going to stop holding it in and full out dance on the train... maybe.