My DD8 has some of these same characteristics.

Regarding perfectionism... that's a journey. It takes tons of time to deal with that one. We're still dealing with it, though we're seeing improvement. Our primary strategy there is to put her in classes where she gets to be challenged, and can overcome those challenges. Along the way she gets to see how practice makes better, but nobody is perfect.

For clothing, I would recommend you start letting him pick out his own clothes... not only at dressing time, but also when you're shopping for new ones, because there's no sense in spending money on something he won't wear. That's what works for us. DD never cried about it, but she will flatly refuse to wear anything she finds objectionable, and has been picking out her own clothes since she was 4-6 mos old. Her bedroom and play room are decorated according to her tastes, too.

The music thing makes complete sense when you think about it, because music is something that plays directly to the emotions, and as an emotionally intense little guy, it's going to hit him hard. So I'd definitely cater to his tastes for now, and look to broaden his horizons gradually as he matures.

With our DD, emotional intensity is just part of the total package. Resistance is futile. We help her out by validating her emotions when they're appropriate, but also helping her channel them into appropriate outlets. For example, we used timeouts pretty liberally in the past for frequent meltdowns, but their only function was to give her some time to get a grip on her emotional state, and she could come out as soon as she was ready. Sometimes that took a few attempts, and sometimes she'd go into an emotional death spiral on timeout, so we'd have to go in every few minutes and try another way to pull her out. Over time she has learned to self-regulate better, and it's very rare for her to go on timeout these days.

One of the parents here posted a great suggestion that was helpful to my DD. It was a metaphor where negative emotions are a liquid accumulating in a cup, and if it fills up too high, it spills out all over and makes a huge mess... in this case, a meltdown. So the trick is to recognize when your cup is filling up, and pour some off before it overflows. Some suggestions for pouring-off activities are exercise/sports, computer games, music/dance, reading, quiet time, etc.