Honestly, this guide is a bit old but still not outdated, so just use it. Most mods for this game use BepInEx, however some require MelonLoader, which I won't be discussing here as Bepis seems to be the "Industry" standard.

Mods can be found on thunderstore here[thunderstore.io] and on this not sketchy spreadsheet (I swear that it has been checked for malware to some extent).[docs.google.com]

Aight guys, this is where I shill my own ♥♥♥♥, get ♥♥♥♥♥♥♥ ULTRAKILLED nerds.
UltraModManager (UMM) is a good way to manage mods, and hell all of my mods depend on it, cuz I wrote the damn thing to help me make mods. UMM can be found on the spread sheet, and allows you to enable mods at your own pleasing, and disable some of them (MOST mods cannot be disabled and instead require a game restart to be turned off).

There are currently 3 methods to replace cg music, however I'm going to shill my own because it's obviously the best (it probably isn't). To start, download UMM[github.com], then grab the latest release of UKSoundReplacement.[github.com] Looking inside UKSoundReplacements folder (inside off BepInEx/UMM Mods), we'll find a couple folders.
The one we want here is CyberGrindMusic, inside we'll find Intros and Loops.
Intros are songs that'll play when cg initially starts (it's that little intro song). The loop is the looped part of the song. Now, in order to hear these songs in game you've gotta go into the waves terminal before starting Cybergrind.

You can now listen to Hatsune-Miku while doing CyberGrind.

Outdated as of P-2 WAIT OF THE WORLD update, wait until I update UKSoundReplacement.