Honestly, like my tastes in 'normal' music, my preferences are all over the place and I can appreciate just about anything. Rock, classical, trance, etc. can all be cool.
However, I have a soft spot for three genres: Jazz, House, and Eurobeat. The Swing Holic albums and anything else by the Swing Holic Band on the other Sound Holic albums are pure awesome. I recently found a group called Hatsunetsu Mikos who do kind of jazzy house-like muisc and they're pretty good too. I want to get those yearly Touhou Jazz compliations but they're kind of expensive now, being out of print and all, and I don't really know where to find torrents for Touhou music. Eurobeat is sadly underrepresented, and I mean like the kind of Eurobeat you'd hear in Initial D, but the few songs in those styles are fanTASTic. Again, Sound Holic is pretty much the only group I know that does them, and they rule. They've done IN Stage 3's BGM, MoF Stage 4's BGM, Yuyuko's theme, and Aya's theme in that style and they're probably my favorite Touhou songs out of everything.
So yeah, go listen to more Sound Holic. They own.
I still need to listen to Tamusic's Touhou Violin albums I picked up a while ago. I heard good things about them.
I forgot to mention Crow's Claw. I've only listening to his Frozen Frog album, but it's phenominal.