When I was younger, I was really really into Metallica. I'd put my speakers on either side of my bed, facing toward my head, and zone out. It was magical. I'm doing the same thing again now, and I've got to wonder if some of my enthrallment comes less from the the music itself, and more from the way its mixed across the stereo channels. It seems that all the instruments are preferentially left or right mixed, and the vocals are equal in both. When I close my eyes, the effect seems to be to create an illusion of open space in the darkness in front of me.
I think its probably similar to the experience people report getting from binaural beats; but I haven't been terribly impressed with what I've heard there.