The music is good, but you hear the same songs over and over again during missions so definitely podcast away. However, I would recommend occasionally enjoying the in-game audio. There are some surprise musical moments that you'll encounter (usually at the in-game bars).
It's really cool how there is a "band" playing in one of the bars and Steam Powered Giraffe is playing in the background.
The sound effects are pretty nice. I think they might have reused some from SteamWorld Dig. Like when you pick up swag, I think it plays the same sound effect that it would play if you picked up some gems in Dig.
I hope people take the time to pick up this game on whatever platform they have (it's coming to just about everything isn't it?), it's a great, great game. The core gameplay is really addictive and the whole game oozes silly, steampunk style.
Really hope this can be played with firmware 9.2 after spoofing to access the eShop and buy the game.
Want to support those guys, Dig was awesome and this one looks fantastic and so different!