System of a Down - Question, Holy Mountains
Within Temptation - Somewhere, Enter, One Solemn Hour

Those are the two major ones, though I also like listening to power metal and gothic metal as well as world and Celtic music such as Loreena McKennitt and Enya. And of course game soundtracks, particularly Neverwinter Nights 2, though PlaneShift is also really good.

My two cents: I personally don't see a problem with this practice, as, as previously stated, things do happen, such as Rogues being lured to the mining spot. Also I don't think wearing helmets as status symbols is a bad thing - this could easily be done in character. Just read some fantasy fiction for examples: Gendry wearing his bull helm at all times in A Song of Ice and Fire, knights wear swords to indicate their profession and status...