Definitely! It also works with the other senses. Try to minimize the effect on all your senses but your hearing. It will make a world of difference on the level of music you experience.
I close my eyes
when I listen to my music most of the time. i don't know why it makes everything sound better, but it does. i open my eyes after a track, and feel like i've just woken up from some "state" of being. do you know what i'm talking about?... the eyes closed thing?