Hey Finch, welcome to the board!
With regard to your question, i had exactly the same question a couple of months back, in thinking it might help my lucidity.
I've tried listening to many different styles of music before falling asleep...but i can honestly say that it hasn't really affected my dreams in any way, and it certainly hasn't improved my lucidity.
The main benefit i've found is that listening to relaxing music simply helps me put my mind to rest, therefore making the transition from waking to sleep quicker and smoother.
I've written a tutorial on sleep paralysis, in which i used a relaxing cd to help me reach that deeper level of consciousness, and i did get some good images, and had a short lucid conversation with a dream character, that i decided to summon.
Hope this helps you out!
Oh yeah, and rock music won't do it...or at least, it doesn't do it for me...it fires my brain back up again, so no Queen for me!