Kind of morbid, but still interesting.
Ennio Morricone - "The Ecstasy of Gold," Seriously, how fucking badass would that be?
Tom Waits - "Come on Up to the House"
Wilco - "Via Chicago," if only because I'm a Chicagoan and, no matter where I live, I always will be.
Spiritualized - "Death, Take Your Fiddle"
Bonnie "Prince" Billy - Just about the entirety of "I See a Darkness."
Nick Cave and the Bad Seeds - "Lay Me Low"
Pretty much any version of "Hallelujah," though I still think Cohen's is the best, with Buckley's a close second.
Ween - "The H.I.V. Song"