Druidus, great topic!
The same question crossed my mind too from time to time.
My dog, for example, likes the music my sister plays at the piano. Strangly enough, he dislike it when me or my sister listen to some metal music or other modern musics, even though the volume is much lower than the volume of the piano.
When I played the guitar, my dog would come and sit or lay next to me.
When me and my family sing holydays songs, for example in Hannukah, the dog is very excited and cheerfull, and wag his tail alot.