@drzoidberg: I listen to movie scores most of the time when I play this mod - like you said, conan ost is great for dolgans - the 13th warrior works for most factions, but I think especially for Norsca (haven't played them yet, but I guess...). Braveheart OST or some bagpipes (or pogues/dubliners) should do nice when playing Albion. All the LOTR scores work well with the mod imho.
Dead can dance and Lisa Gerrard maybe for the more kitsch-influenced civs like Bretonnia.
Then, there are some medieval influenced bands like corvus corax that could go well with the mod, but I don't know them too well and have heard stuff from them ranging from "quite nice - for the right setting" to "utter crap".
I usually just think of any movie I'd associate the civ with and listen to the score (so - nippon - last samurai/hero ost, sylvania - maybe some dracula scores - any oud-music for araby, sitar for ind etc... or sometimes you could just set up a playlist for a civ, like parts of the omen soundtrack and matching stuff from other scores for chaos...).