I like Bach (I love Bach anytime, but its really good shaving music!) or a Rachmaninov piano concerto if I'm in the mood for classical.
Otherwise I might listen to some ZZ Top, Joe Bonnamassa or Walter Trout if I'm in the mood for blues, or something like Black Label Society, Creed or an instrumental guitarist like Satriani or Vai if I'm in the mood for rock.
I find really heavy stuff like Arch Enemy doesnt really work with the relaxing vibe of the shave!