Yes, I'd be more concerned about the face-value of the lyrics than some subliminal message. Conspiracy theorists have been tossing around the accusation of backmasking (which is the technical term for recording backwards messages into songs that are meant to be played forward) for years and years.
First, I would be extremely skeptical of any accusation in this regard. Most of them are bunk.
Second, even if a band did place a subliminal message in the song, they most likely did so just to be funny, not to subvert people's minds.
Third, even if a song contained a subliminal message, there is no evidence that such a message has the power to influence anyone to do or believe anything against their will. At least, that's what all those Psychology courses I took in college said, even if Hollywood tells a different story.
Many song lyrics out there today are atrocious. Many promote values at odds with our faith. But they tend not to hide it. And if the meaning is hidden, it's hidden behind a metaphor, not a subliminal message. But the number of popular artists that actually use literary devices like metaphors is dwindling and dwindling. Years ago, artists used euphemisms to talk about sex. Now they don't usually bother.
If you're not singing along to songs that are obviously or blatantly scandalous, you're probably just fine. Some people try to say that "Hotel California" is satanic because they misinterpret the imagery. That's on them, though for credulously believing the musings of someone who doesn't know what they're talking about. :p