I really like electronic music when I'm training. Infected Mushroom comes to mind.
When I'm cardio-ing, I kind of need some loud, up-tempo music with distorted guitars and maybe a few guitar solos here and there. Symphony X, Dream Theater, Angra, Vision Divine. Then some Lostprophets (first record), Bad Religion, Millencollin, NOFX, that kind of things.
Then when I'm weight training I can listen to anything else, some of my favorites include Maroon 5, Jason Mraz and Bersuit (Argentinian music, VERY recommended).