The bottom line is that you have to work it through prayerfully, step by step, and it will be different in each situation. Being totally legalistic will lead to rebellion, and being totally liberal will lead to downfall. Christian liberty is a tenuous thing to define sometimes, and delicate are the lines we must draw around it. The values you build into your kid from day one are going to play an important part in his listening habits, and sometimes we want to start building those values only when we see his musical taste deteriorating. It really doesn't work that way, and you have to begin from where you are, not from where you'd like to be.
Prayer is of utmost importance.
We have asked God to change our children's hearts in music and other areas as well, sometimes to see things change without any intervention at all in the natural. God can give you the strategy, but you must lean on Him. If we hadn't heard from God when we went to the secular concert, the results could have been disastrous. You must win their respect in this area, and that will not happen overnight. Kids are convinced in their teenage years that they are invincible and all knowing, and that you are from the stone age.