So, this was my procedure:
First, gravy chose a move sequence - basically four different movements that were character specific and still relatively simple (shorthop nair, stuff like that. no crazy combos, but still technical movements). These movements would be done back to back in frame counter, i.e. they had to be frame perfect. If he did the first one perfectly, he could move on to the next one. If he messed up at all, he'd have to start over. Make sense?
Next, we chose four different style musics. First, we chose a classical song. Then, an upbeat electronica song. Third, a white noise track, and lastly, game sound. He listened to each of them for the same amount of time with the same headphones.
We chose a random order to do the music/game test. You have to do this for four days, or at least four pretty separate sessions, to get the full effect. Obviously, you'll be better at this by the fourth track than you were at the first. Make sure you do a different order every day!
What we found was that he was best with the game sound, but that sort of led him on a path to realize that the audio cues from the game were so critical, that he now does a splitter and headphones during every set. In case you didn't know, you react faster to audio cues than you do to visual ones, so if you can listen super hardcore to what's happening in-game, you can actually have faster reactions to certain things.
On the flip side, for some people, doing the game audio and headphones can feel like too much pressure, and they like disappearing into music or being able to hear the crowd one way or another (gahtzu likes to hear the crowd, for example). That's fine - just make sure you figure out what type of music works best for you.
After we did the four different types, gravy said it was pretty clear to him that the white noise was a no go, like absolutely not, and that of the music groups, he liked the classical best (and played best with classical). Just for what it's worth.