From a study by Adrian C.North and David J. Hargreaves [pdf file]:
There is abundant correlational evidence linking a preference for forms of “problem music” such as rock and rap with various problem behaviours among young people, such as suicide, delinquency, sexism, permissive sexual attitudes, and tolerance of violent conduct (for example see Zillmann and Gan, 1997). Findings such as these are extremely disturbing.
Although the study authors caution against the use of correlational evidence to draw sweeping conclusions, and I agree, you and your children have choices to make. If the preference for classical music correlates to healthy behaviors, as we have seen in youth orchestras around the world for decades, and the preference for “popular” music correlates with problem behaviors, when it is your own family’s peace of mind at stake, well, for me, I prefer to play the odds. What about you?