Pretty much anything on the Massive Attack album Mezzanine, but especially Inertia Creeps.
Nine Inch Nails - Closer
Folk Implosion - Natural One
Tori Amos - Take Me With You
TV on the Radio - Wolf Like Me
Natalia Kills - Problem
I like rock n roll sexy - Feel Like Making Love by Bad Company. 
THIS!
I’ve heard it said that the song is only super-sexy based on how it is sung. I think, though, that the lyrics are hot enough. They are evocative, and without anything explicit.
ooooo! you bugger, I was reading the thread to check if anyone had said this.
So to add I’ll give you “Stay” by Pink Floyd (the wah-wah solo does it for me) and “5:15” also by the Who (a great anthem to teenage lust, violence and general abandon).
A couple by Fleetwood Mac as well. “Big Love” is obvious but “Landslide”, though not overtly sexual still ticks a lot of sensual boxes…though that may just be my early memories of Stevie Nicks in a floaty skirt.
Ravel’s Bolero.
“Riders On The Storm” and “Light My Fire” by the Doors. Maybe a few others 
“Whole Lotta Love” and some of the slower things by Led Zep.
“Wait for Love” by Luther Vandross
I Surrender
David Sylvian
After Dark
Tito and Tarantula
I Could Eat Your Words
Patricia Barber
You Read My Mind
Sugar Danks
The Air that I breath
K.D. Lang
Also:
Passion, Dionne Farris
Cuz I gotta mention Alice…
“Six Hours” by Alice Cooper. Seriously. Go check it out.