Well... it will depend on the kanji that go behind the pronunciation "さいこう". My first guess would be 最高 which means "the best" so, "最高の音楽" would mean "the best music" but I can't be sure if I don't have the kanji.
By the way "何ですか" should be transcripted as "nan desu ka" not "nani". The "何" losses the "i" in the end if the next word starts with "d".