My friends would definitely get a kick out of it. And I sincerely hope at least one Valkyrie shows up to take me to Valhalla anyway, so if Redbeard wants to get his drunken debauchery on, it’s cool with me.
It depends on how I die. If it’s by plane crash, then The Great Gig in the Sky will do. If I’m on a ship that sinks, then The Wreck of the Edmund Fitzgerald is just fine.
Otherwise, AC/DC’s Highway to Hell, or Hell’s Bells. And the Sid Vicious version of My Way. Joy Division’s The Eternal or PiL’s Graveyard also seem like good choices.
I’ll add Heart’s Rockin’ Heaven Down in case someone attending the funeral keeps insisting that I went to Heaven.
Monster Mash or Surfin’ Bird.
Or the most gratuitous rap song I can think of.
Or polka!
…I just like making my friends and family squirm. Imagine an opportunity to make them all uncomfortable at once.
I’m thinking “(Wasting away again in) Marguaritaville”.
Change Albuquerque to Genius in France.
“Ave Satani” (theme from The Omen.)
I win the thread.
Nah, Siegfried took out Wotan, Satan would be no problem. 
Oh, this is easy!