Unlike many games, I actually play skyrim all the time with enviroment sounds, battle soundtrack, normal soundtrack, etc.. It's just amazing!
My problem is, I have to put it out loud, and since I am on Xbox, I really don't use headset unless I am playing something online. And sometimes, my roomie is there, complaining about Dragon roars and sounds of slaughtering, so I have to turn it down, because I don't want to make him cry ofc.
So then, I put some music on, and by listening to it I just found out which soundtracks would be great for my characters.

My http://www.youtube.com/watch?v=a1bzxfHKi2c, defenatly.
My http://www.youtube.com/watch?v=TZrCQFSkLcE - I just drool when I hear this on my Nord

I do have loads of other, but since I played with these two today, I'll just mention them.

What about you, your chars/encounters have theme song as well?