For me it depends on the site. If I am on a site like Youtube or something music based where I know what to expect while looking up artists I do not mind and am surprised when the songs are not auto playing.
As for sites that I am first visiting.. yes the insta-tunes can be very annoying. I believe nothing should play instantly when most visitors are unfamiliar with the site.
I love music but throwing it right at someone when they dont expect it is bad business. Unless you want your visitors to feel the "starting your car up after forgetting to turn down the radio the day before" effect as a first impression.