It all depends on what it is (exercising, for sure). I think it has to be rhythmic (vacuuming applies, I guess.. although it never takes me long enough for that). Reading? I prefer silence. I don't really like any noises from the outside sometimes.
There once was a snort that was lauded to be wanting...wanting to be lauded...by appellation...apparently there was a no loud singing contest going on and the crow went wild...wild with madness...madness they did not! Then came along the soothsayer who loaded load-stones...stones loaded did the soothsayer. When the sound matched the vibrational frequency of the thematic nucleolus of the rhythmic...the rhythmic balance repeated aloud...aloud repeated the rhythmic balance. Let there...resonance...be...popping a pop...loud...resonance attuned in between the road that traveled with times amplitude of sounding graven of a resolute ear. Erred the ear...loudly...louder...loudest still the load stones fell from the back of the van...a plop...a plonk...aplomb...the crowd was bedazzled...dazed...a dazzled by the bespectacled of loudness errant not of stones asunder amidst the ground that remembered soil.
i've actually written a couple papers on this, lol.
it can be understood as an element of psychological task demand - people in general have two factors to consider when approaching a task, which is their own personal level of skill and their own personal ideal level of stimulation. and then there's the level of difficulty that the task requires. people seem to prefer a task that is closely suited to their skill level and ideal stimulation level - anything too high above those is discarded as too complex, while anything too far below is discarded as too boring.
so if you're approaching a low-skill and/or low-stimulation task (eg washing windows), then adding stimulation like music makes a lot of sense, because it brings the parameters of the task up to your preferred level of cognitive engagement. with something already mentally demanding like studying, however, it's less likely that you will want very much additional cognitive stimulation - maybe some soft classical music if you find the subject boring, but certainly not hard rock.
and of course people have vastly different individual thresholds for this kind of stuff. it's theorized that people with ADD/ADHD have higher than average ideal stimulation levels, which is why they are always doing 100 things at once, and why stimulants help calm them down. it brings them up to their ideal level of task difficulty and allows them to not get so easily bored - while people on the autism spectrum may experience the opposite, and prefer much lower levels of stimulation while approaching a task.
the excellent thing that all of this suggests is that you can manipulate tasks to make things more pleasant for yourself, as most people have already discovered to a certain extent. if the theory is correct, then figuring out your ideal levels of stimulation and then matching them to the task at hand can optimize both your productivity and your satisfaction.