Do you listen to your music with your eyes open or closed or a combination of both?

Eyes closed lights dimmed. 
 

you must close your eyes to see the music. 

Eyes closed, hand partially down front of pants.... Bundy Style!

+1 on immathewj's response about lights off, eyes closed, although I take off my glasses only sometimes.  When I cannot see the physical objects in the room, it tricks my combined senses into "seeing" a wider and deeper soundstage, as I am depending solely on my hearing unaugmented by sight.  I've been doing this since I was in college.  It also brings back memories of the mostly classical concerts I have attended.  I have a performance of Beethoven's Sixth Symphony (the Pastorale) that can almost convince me that I am back in the Berlin Philharmonic's concert hall of the late 1970's hearing Karl Böhm conduct.  It enhances my listening experience.  YMMV.

When listening to my good system it sounds best at night, dimly lit room (candle or recessed light at most). Also project a " party" light projector behind stereo rack on front wall.

Not crazy disco light, but enough to give "life" to the front wall. Takes the eyes focus off speakers and helps my ears focus on the music. For me, soundstage and instrument placement improves.

I hang out with a questionable bunch of characters. 

Eyes always open.