The chills do not happen to me too often, the bagpipes can give me the goosebumps, some music can make me feel "better than I was a few minutes ago" such as Susan Boyle singing "I had a dream" from Cats.
I do know some people who say that they never get a charge from music. That is sad.
This story talks about the science behind it all:
http://www.smithsonianmag.com/smart-new ... 180959481/
Cheers
John