Most rooms don't usually have music. At parties, most do. I'll give you a list of the ones that always do: Coffee Shop, Book Room, Pizza Parlor, Night Club, Light House, Dojo, Ninja Hideout, HQ, the Stage, Dance Lounge, Elite Penguin Force Room I know I answered your question opposite, but it made an easier job to tell which ones do.
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the book room. :)
the ski lodge
The stage also has music!
There is no way to get into a member room unless you download a Club Penguin trainer. In some Club Penguin trainer's you can go into member rooms.
the boiler room.