Having a certain kind of taste in music is not, has never been, and will never be a sin.
If the bands you were listening to were murdering people, and that was why you were a fan of them, or if you were watching snuff films and enjoying those, that could be. But to like a style of music, or identify with the feeling behind it (whether or not denial of God is one of the feelings that you identify with -- especially in teenage years, many Christians do feel that to some degree, even though you don't identify that as something you are struggling with) is not wrong.
I was a very big fan of the comedy of George Carlin. He was a very strong example of an Atheist, and engaged daily in some sort of blasphemy or another. But I loved his comedy, and could understand his points. It hurt me that he was speaking against God and I worried for his soul, but I never worried that I was sinning by listening to his jokes.
You shouldn't have to worry either.