It depends on the music, but most of the time, I visualize the notes being played (as I play piano), and I often search for patterns and chord changes and so forth.
The only two songs that really make me see colors and forget about music composition and theory all together for a moment is the first movement of Beethoven's Sonata Pathetique and, my favorite, the 2nd Movement (Scherzo and Trio) of his 9th Symphony. Also, Dream Theater's Stream of Consciousness is one I see images too.
If I want to write Poetry, I try to listen to Nas or other rap artists because I see words with that. Maybe it's from watching friend free flow or something.
The only female vocalists that can make me see some colors and images with their voices are Erykah Badu (not sure of the spelling on the first name) and Mary J Blige.