Vagabond: I highly recommend using a soundfont. It transforms MIDI game music into something wonderful...I personally use Timbres of Heaven.
I found Timbres of Heaven caused distortion when used for MIDI tracks. The best soundfont I've used so far has been Musyng Kite, detailed on
this SoundFont webpage. The downside is that it is
nearly 1GB when expanded to .sf2 format and it requires the use of SFPack (available from the same page) to extract.
With GZDoom, I did find it resulted in very slow framerates when hardware (graphics) mode was used, but exiting and restarting GZDoom seemed to fix that - just in case anyone else encounters a similar issue.
And for those who want more still, the full Musyng expands to 1.6GB....