Well, I have a few as my "seed" tracks and tend to use iTunes Genius to build a playlist off that, but then there are tracks that remind me of other sessions
For example, Daniel Beddingfield "Gotta Get Through This" reminds me of circuit training.
Paul Oakenfold "Faster Kill Pussycat" reminds me of spin classes I used to do, and was the background to the TV show of a race I was in.
Massive Attack's "Angel" was in the car on the drive to another race and is more of a "build up" track