I would suspect a weak battery as well. If this is the case, the headlamps should dim a bit with the bass, too.
Edit: scratch that...I don't know anything about your headlamps, but I'm guessing that they are HID with ballasts. The ballasts would probably even out the power fluctuations and have no noticeable dim. Better indicator would be the dome light, with hl's on and stereo turned up. If the dome light dims, that would lead me to believe that the battery is weak.
However, there are many things that could cause power drain. Could be heat weakening the battery or a failing alternator, also.
I would take it to an auto parts store and have the battery and charging system checked. It's usually free.
