Not that I really care much about having a funeral at all, because I come from a small family and presuming I live a reasonably long time, I don’t think many, if any, people who ever knew me well are still going to be around by then anyway. But I’ll pick Nazareth - In My Time. It’s about being old rather than being gone, but the reflective lyrics are close enough to work.
I know most people hate it and think it’s too maudlin, but I’ve always wanted this:
Which seems more apropos than ever these days.
I’ve actually thought about this, and I’d like ‘A Whiter Shade of Pale’.
But I kind of prefer the instrumental version by David Lanz and Matthew Fisher.
Yeah, I know, blasphemy. 
Try Not to Breathe by R.E.M.
I remember a thread about this last year (no link, I’m too lazy), but my song would be Shirakuen (acoustic version) by Isshi, the former/late singer for the Japanese Visual Kei band Kagrra.
I don’t want to Rest In Peace, I want to Rock In Perpetuity, so Enter Sandman by Metallica. 
Marcia Funebre Sulla con Morte d’un Papagallo – “Funeral March for a Parrot” – by Charles Valentin Alkan.
This is a hard one, but I think I’m going to go with [“Back to Autumn”](“Back to Autumn”) Tall Heights.
Send In The Clowns? I’ll Be Glad When You’re Dead, You Rascal, You? … I won’t have a funeral, I don’t think. No one left to come to it, and the handful who do? I would hate to stick my daughter with a thousands of dollars bill for that small handful. If I DID have a funeral, I think The Long and Winding Road would be a nice melancholy tune.
Tom Waits, “Old '55” with a couple of minor lyric changes.
Let’s do that rockin’ live version of, Bang Bang, Out Go The Lights by Pat Travers.
Somewhere - the duet with Within Temptation and Anneke Van Giersbergen.
Absolutely powerful and amazing.
Highway to Hell
My answer, as always, is Yakety Sax. 
According to Kenneth Clark, it’s actually “Boom Boom”. You were probably thinking “Comedy ____ ____”.
“I Love the Dead” - Alice Cooper
Fourth movement from Mahler’s Ninth (which seriously curbstomps me, that one)
That or wild horses by Rolling stones.