Have any of you heard Emma Christian sing? She's from the Isle of Man, and she normally sings and records in places like caves or on the beach, because of the natural acoustical depth. She has a haunting voice and sings in the now extinct language of Manx (another Gaelic form)...as well as in English. She accompanies herself on the harp. The affect is absolutely breathtaking.
Carlos Nikai, the premier Native American flute player also records in outdoor venues. I have one of his CDs that was recorded in some of the Anasazi ruins. All the sounds that naturally would be heard, are included with the music. Eerie and unearthly, but always beautiful! It depends on the type of music, the location and the quality of the equipment being used to record. If you're just singing for yourself, as Alice just said, watch out for smoke...also for bugs.