There is a little app from a developer at XDA named OldSap. It was made to keep your device from going to sleep. You can try it out. I know it is not exactly what you are looking for- but maybe until you find a better solution? Make sure to use OldSap No Sleep and not OldSap No Sleep Wifi (as this only prevents the Wifi from sleeping [i think]).
http://forum.xda-developers.com/showthread.php?t=483149
It does not do app by app. But you can turn it on when you are listening to tunes and turn it off when you are done.