I was at GP once back in March, and recall the music then being not too obtrusive, (no vocals, fairly uniform in tone) but could see it could get boring if you're a regular there. At Manhattan Men's Club in Edmonton they had the in- room boom boxes (as well as in-room showers). The only problem with each room having it's own music is the competing noise when it's too loud.
I would suggest having some of your best customers being allowed to submit their own mix CD's, that way you please the people who are most important. (or you could ask the girls what they like to listen to).
Suggestions about what works: Enigma, Sade (excellent for an MP, all of her albums work well as is), Massive Attack, Cowboy Junkies, Portishead, Depeche Mode, Roxy Music, Prince (both classic 80's and his last 2 new albums), Madonna (I hesitate to recommend that, after being subjected to Erotica continuously at Broadway Body Care. I was beginning to think that's all they had).
Whatever you play, don't mix up the music, it's better to play out an entire CD before going on to the next, to avoid jarring changes in tone.