Hah! I got ten bucks here sez YOU die first…
Sin Wagon by the Dixie Chicks. 
*When it’s my turn to march up to glory
I’m gonna have one hell of a story
That’s if He forgives me
Oh Lord please forgive me
Praise the Lord and pass the ammunition
I need a little bit more of that sweet salvation
They may take me with my feet a-draggin’
But I’ll fly away on a sin wagon*
Dr.Ring-Ding & the Senior Allstars doing Bellevue Asylum. Haunting and beautiful, written as a memorial to Don Drummond.
If the transplanted African Catholic nun who sang “Ave Maria” at my husband’s grandmother’s funeral isn’t dead when I die, I’d like her to do the honors for me too.
If that’s not possible, I want the classic 80’s hair ballad “Ballad of Jane” by L.A. Guns.
I don’t like to think about my funeral, but my Mom has already informed me she wants me to sing “In The Garden” when she goes. No pressure, right?
I can’t listen or sing that hymn now without crying. Mom can’t get thru “The Old Rugged Cross” without letting go with waterworks, 'cause that’s the song she sang at her Dad’s funeral.
Not even shoes?
I would like to have “People Get Ready” by Jeff Beck played.
As well as Ave Maria (Shubert’s version) and some great ol’ gospel.
My Way, but sung by Sid Vicious.
I’m with racinchikki. Sin Wagon. Or Hell’s Bell’s.
** Oh Me ** from the Nirvana Unplugged in New York album.
We sang that at my beloved mother’s funeral. Also Amazing Grace.
Is also my choice.
Another anti-funeral proponent here, but if I had to, I guess I’ll stick with the OP’s R.E.M. motif and go with “It’s The End Of The World As We Know It (And I Feel Fine)”.
my post in a prior thread on this subject:
http://boards.straightdope.com/sdmb/showthread.php?postid=824334#post824334
I’m gonna have to second this one.
Oddly enough, I just heard this song for the first time in a long while today, and honestly thought about this very subject. Low and behold, this topic appears…
Hopefully, this isn’t some weird preminition thingy.
Uh, hi, fate?
Brian here.
Ixnay on the eathday for a while, ok? Don’t wanna be hearing (or my friends and family more accurately) that song anytime soon.
We cool? Cool.
For me, I would rather my friends get drunk and throw my body to the lions at the zoo during children’s hour than sit around in a church crying about me. That would be some real mourning. But for music I’ve gotta go with Opengrave. A Dead Poem by Rotting Christ, Ode to the End by Sentenced, or Shining Kingdom by Samael would be perfect IMO. Nothing like some good death metal to lighten up the spirits, eh?
If there isn’t a piper playing at my funeral I’ll come back to haunt the living that neglected this final wish.
I want blues played at my wake. Hooker, Vaughn, and Johnson. Let’s have the dead play for the dead… but that doesn’t mean you have to play music that you can’t dance to.
Ohhh…you wanna mess with people’s minds? I want You Ain’t Seen Nothin’ Yet played at mine! That would be great!
Ooh, that’s a good one too… Maybe if I feel a bit more upbeat right before I die, which I doubt. Can’t think of a greater bummer than to find out you have only a few seconds more to live… 
I really like Tranquilis’ idea of being tree fertilizer.
And why the hell should I have to provide entertaining music? I’m hoping to provide lawn darts or Twister and let the mourners amuse themselves.
I want to be taken to a taxidermist to be stuffed and made into some great piece of art. I won’t be having a funeral, but at my party (memorial), I think The Bitch is Back would be more than appropriate.