Most of the time I'll have already listened to a cast recording before I'm even aware that I'll be seeing the show (most often this is because things will be on Broadway years before they transfer to the West End, Urinetown being one of the most major examples of this.).
I do sometimes purposely listen to the cast recording once before seeing a show so that I can follow the story (and therefore appreciate the actors' performances more), but I'm not too over-familiar with it.
I like to listen. I also read spoilers for things (movies, musicals, tv shows, etc). Of course it affects what my opinion of the show is going to be, but what doesn't?
I've only gone in blind for Urinetown and Robber Bridegroom.