Data plays violin in many episodes, my favorites of which are with his mother in "Inheritance" & for Sarek in "Sarek"
Data plays guitar in "Silicon Avatar". I always thought a commanding officers concert featuring Picard on flute, Riker on trombone & Data on guitar might have sounded nice, perhaps a jazz improv on some Bach
He also played the oboe in "In Theory" Another instrument he might sound good with in a command trio
I suppose you could also call him singing "Blue Skies" in Nemesis a musical instrument