from what I've seen, there is no music AT ALL, at the start. From what I've observed, I think certain techs unlock certain styles of music. Music is the biggie, of course, but I've also noticed gregorian-esque chants with Theology, and tribal stuff even before that.
As to the city music, I'm pretty sure that operates on something totally different, don't know for sure, though.
From my personal viewpoint, I love it, I think it's one of the most inspired integrations of music into another media that I've ever seen. Kudos to Firaxis on THAT.