For me, it's Morrowind and Morrowind. The in-game music was amazing: https://www.youtube.com/watch?v=xULTMMgwLuo

along the same lines, red hot chili peppers and halo 2 on Xbox live for me!

also morrowind since somehow I managed to accrue 250+ hours of play time on that despite spending about 16 hours out of every day that I wasn't at school (those days were more like 8-10 hours ಠ_ರೃ) playing halo 2 online.

Ultimate early 2000s combination: Linkin Park and Tribes 2.

Switchfoot and Morrowind.