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I listen to audiobooks, same as in my car. I read too slowly on the treadmill--I listen faster. I have to pause it while actually lifting, to concentrate better. But, that's a lot of time between sets or anything with cardio. I've found I get a REALLY lot more "reading" done since discovering audiobooks, though it doesn't work as well for the hard to read stuff--because I'd have to read too many portions again.
My gym tends to play crappy music from the radio, but that's my opinion of the radio, in general. Tends to be rock, I think. I think it tends to be the most popular radio station. They change it on request, which basically means the regular hardcore members usually control what gets played.