I usually go for Industrial and Electronica. Some recommendations:
Dope Stars Inc. (Pop-like, Matrix influences)
Zeromancer (similar to above)
KMFDM (Punky and anti-establishmentarian)
Rammstein (some songs work great as combat tracks, or if running in Germany)
Rob Dougan (of The Matrix fame, great combat and chase tracks)
Don Dougan (same)
Juno Reactor (same movie, same reasons)
Laibach (old-school Industrial, for factory-type areas)
Die Krupps (kinda similar to above)
Deathstars (Darkwave, works great as fetish club soundtrack, esp. if a gunfight breaks out)