Then you my friend want "See you in hell" by Stephen Lynch.
Me, I wouldn't want a sad song to be playing. I'd want songs like the Following.
Jason Mraz - The Remedy
Shaggy - Angel (Assuming I have a Wife or Girlfriend when I die)
Weird Al - White N' Nerdy
Stephen Lyncy - Grandfather (If I have Grandkids, they'd best have a sense of humor when this song comes on)
Nightmare Before Christmas - Oogie Boogie's Song
Franz Ferdinand - Michael, Do you want to, Dark of The Matinee and I'm your Villian
That sounds like a good set up to me.