What's your favourite empire building music? Do you have the game music on or do you listen to somhthing else?
Me? When I'm feling particularly megalomaniacal I like a bit of
http://www.sthemez.plus.com/wav/s/starwar3.wav or perhaps some Wagner.
Most of the time though it's something more chilled - Cake, Moby or Leftfield.
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There is an exception to every rule. Including this one.