I find good ol' thrash like Megadeth (Rust in Peace is just brilliant for this) to be awesome for my jogging sessions, but I can jog to pretty much anything that keeps me entertained and distracted from my wrecking body
I have a little Ipod shuffle I listen to on random at the gym, I usually use it as an opportunity to listen to stuff I might not otherwise. I have a ton of stuff in my Itunes that I like, but I know I probably wouldn't listen to it much if I put it on my main Ipod, so I try to put it in rotation on the shuffle. Right now I think I have Cannibal Corpse, Psycroptic, Cattle Decapitation, Hatesphere, Soilwork, Darkane, Machine Head and a few others