For each of the four a context can be invented which makes the sentence appropriate.
I'm guessing that you are referring to any music in general, whatever
is available at the time, and not to some particular music you were
speaking of just before you said this. I'm also guessing that you
are not attempting to make a contrast, for example a contrast between
music and recorded speech.
I'm further guessing that you are referring to that bus which you
usually take, that specific bus, and that you are not referring to all
buses in general.
With these assumptions in mind, the sentence you want is:
I always listen to music on the bus.
Contrast this with a situation in which you are talking about various
recordings you have. You have recordings of famous speeches,
recordings of plays, and recordings of music. Further assume that
the conversation introduces the idea of travel in general: travel
by bus, travel by plane, travel by car. Now you can say things
like these:
I always listen to the speeches on a train. (the speeches that I have recordings of -- when I am on any train)
I always listen to the music on a bus. (the music that I have recordings of -- when I am on any bus)
I always listen to the plays on a plane. (the plays that I have recordings of -- when I am on any plane)
CJ