At my resort the Cuban we had for the ceremony played almost anything possible, we just let them do their own thing, we wanted it to be authentic Cuban music, but they will play what you ask.
You should absolutely bring your own music. I have been to Cuba 3 times now and every time they tend to play the same stuff over and over again, Madonna, Bon Jovi and Who Let the Dogs out, no lie. They are a little behind the times when it comes to music Now that most of the places have the internet, they download more current stuff, but don't know what to download unless someone asks for it. So, I suggest you make your own CD's, just so you can be sure you will get to listen to the music you want to hear.