Antistar by Massive attack and Talk Show Host by Radiohead. Not some electronic heavy shit, like Prodigy, but calm psycho stuff.
Heh, I always thought "Funky Shit" was an awesome song to kill people. "High Roller" by The Crystal Method is a good one in the same vein, because it's actually downtempo and driving instead of just balls-out manic.
One time, some friends of mine were playing GTA3. One of 'em punched in the weapons code (PS2 version), got one of those slo-mo power pills, went over to the computer, and cranked up...
Vangelis - Chariots of Fire Theme
And, verily, limbs were forcibly detached from their former owners by the wrathful might of the sniper rifle, and yea, the blood of the innocent did spray in exuberant spurts upon the sidewalks. And it was good. Amen.
I also have a GTA playlist full of nothing but versions of Havah Nigilia...the Dick Dale surf guitar version, the Ivan Rebroff traditional Russian version, the one off the Snatch soundtrack, etc.
And Russian-style choral music is great too. The Internationale, The Anthem of the Soviet Union, the Red Navy Hymn (remember Hunt for Red October?), etc. So awesome.
And finally...Overseer - Supermoves. Because I said so.