I doubt that when you're listening to music, you just stare at the ground and you keep the carpet pattern in mind whenever you listen to your favourite song. You have some imagination in you (and if you don't then go get some)! Anyways the question is in title and you already know it.
I just picture some really cool concert video where the band is playing live somewhere at a club or a stadium depending on the song, and the direction and camera work of the video is totally awesome and cool. If I don't really know what the band looks like I just guess. Or hell why not pretend I'm in the band and I can actually play a thing on the guitar. That would be pretty cool. So what do you picture?