Killers who listened to music while going to their attack locations?

Not during their attacks but while they were en-route

Steven Kazmierczack: listened to Marilyn Manson's The Last Day On Earth while driving to NIU

Brenton Tarrant and Stephen Balliet: These ones are quite obvious

Kimveer Gill: Listened to Ozzy Osbourne or Black Sabbath while driving to Dawson College

Anton Lundin Pettersson: Listened to the KMFDM songs Intro and Blood (Evil Mix)

Nikolas Cruz: Supposedly listened to Salad Days by Mac Demarco while in the Uber going to MSD

Pekka-Eric Auvinen: Its not known if he actually did listen to music while riding his bike to the school, but he had his MP3 player on him, so its a possibility he did, the songs that were on it however have never been disclosed.

Jose Reyes: He, his mother and 2 sisters were listening to Spanish music while he was being driven to Sparks Middle School, Artist(s) and song(s) unknown.

Off-Topic
Well, this one doesn't really count I guess since it wasn't music but Anders Breivik listened to news reports of the Oslo Bombing while driving to Utoya