While I DO have songs that reflect characters, generally I go more for a 'mood' than a 'playlist' - mostly soundtracks, like House of Daggers, Passion of Christ and Once Upon a Time in Mexico.

That said, Medusa is generally Passion, Omar Faruk's Dance into Eternity, or Dead Can Dance, while Marlowe is generally also Dead Can Dance (albeit another CD) and medieval/renaissance music.

AJ's Nickleback, her canon soundtrack, and Sisters of Mercy.

But, again, a lot of it depends on the atmosphere I need to create.