I don't put the speakers on my belly or anything, but I have a couple of CDs I play daily so that he will be familiar with them when he comes out. I just play then at a comfortable volume and assume that he hears them. He seems to like them
My husband is a professional musician (drummer) - while pregnant with my DS and currently with DS#2, I expose myself to his concert and practice time so that the babes will 1. be used to it and sleep through it and 2. have a deeper internal sense of music and rhythm. DS's first sounds (outside uterus) where of DH's fingers playing some beat (I am not musically inclined) and he has since played drums and piano pretty much from the time he could hold sticks or sit up by himself. At 2.5 years old he can play simple beats and piano better than me. I think some is genetic from dad and the rest exposure.
I sing a lot to the baby. Sometimes I put on the one lullaby CD where it is just instrumental and they include the lyrics so you can sing... fisher price I think.
I make up songs. I butcher other ones. Like absentmindedly I start to sing, "Baby, Baby, give me a love that's true. I'm so crazy over the love of you. It won't be a stylish..." then I realize the song is getting kind of weird so I stop.
DH has always been big on making up songs, so I think it rubbed off on me. He walks around the house singing, "I took a big poo, yeah yeah." I wish I could cover the baby's ears for that one. I cover MY ears and grin because he's so darn cute, even if he is singing about disgusting smelly BMs.