Waiting around to Die would indeed be an excellent choice.
I guess no one will pick “25 Minutes to Go” by Johnny Cash. 
Yes. 
Bagpipes, has got to be bagpipe doing ‘Amazing Grace’.
There are a lot of incredible versions of that song that I love but not being the religious-y type I wouldn’t want it to be the last thing I hear.
How Can I Keep From Singing - Enya
My son happened by and asked what I was reading. When I described the thread, he gave a suggestion I might have to rank equally with my original answer of “The Rovin’ Dies Hard.” He immediately said “The Mary Ellen Carter,” as performed by Stan Rogers. What an upbeat song! It nearly embodies Bertolt Brecht’s quote about making a fresh start with your final breath.
My thoughts too delay delay delay.
Well then @Lucas_Jackson, I won’t try to stretch the point that far, so I’ll go with my current short list of songs in two categories (I’m still working towards a final choice)
First category, Innocent, though I mostly cleared out songs accusing others, so it’s generally about songs and imagery that move me.
Non nobis domine from Henry V (though I don’t share the exact sentiment or religion, I find it beautiful). And the choral nature reminds me that I’m far from the first and last to be damned for the actions of others. And the nature of the imagery in the movie about said sacrifices might soothe as well.
( aside, I love this CD and listen to the whole thing frequently)
Born on the Fourth of July, because it combines the loneliness and dread of the situation along with a certain degree of acceptance. But it doesn’t let to forget the end. Still, it’s beautiful music.
( also owned and enjoyed frequently by me )
Second category, Guilty, and Proud of it.
Original Sin, Taylor Dane, from The Shadow Soundtrack. It’s a personal if slightly guilty favorite, certainly not as highbrow as some of the possible collections. And the lyrics speak to me at times, especially with the duality I imagine i I’m totally guilty of the crime, but proud of what I accomplished. 'Nuff said.
Hell’s Comin’ With Me, by Poor Man’s Poison. Because it evokes an all-too-frequent personal feeling in the world that so many (of those in power and authority) are destroying us all for their gain. Yeah, self-righteous judgement is a heady drug, and sometimes in the dark of the night… well.
And last but not least, especially for people for my age:
It’s the end of the world as we know it, and I feel fine, because, dammit, why not celebrate the end for me and everyone else? Because sometimes we’re all screwed and nihilism is the only answer:
A tournament, a tournament, a tournament of lies
Offer me solutions, offer me alternatives
And I decline
Which one I select is almost entirely up to which sub-scenario of the two main options I’m envisioning. Mostly likely happy with either of the two innocent options (dead heat), but “Hells Comin’ With Me” has a slim lead for the Guilty and Proud category.
I’ll give a definite if torn winner later on as I ponder more.
Ah yes, the part that is credited to studio drumming legend, Jim Gordon, but was allegedly stolen from Rita Coolidge. My favorite section of that song.
My personal choice is the Led Zeppelin version of “In my Time of Dying”. It’s on topic, it’s a great song, it’s pretty long as far as songs go (just over 11 minutes), and I get to go out of this world listening to four of my favorite musicians. A win all around.
“Goin to make it my dyin, dyin, dyin,…. (Cough) cough!” 
“Piece of Shit Car” by Adam Sandler. If I’d had a decent car, I wouldn’t be here!
“Yesterday”
According to Wikipedia, her sister Priscilla used it in a duet with Booker T. Jones called “Time”.
I can definitely hear it in the music, but the Clapton instrumental version is still more powerful.
And the live version from the Rainbow Concert, featuring Steve Winwood on keyboards, Pete Townshend on rhythm guitar, and Ronnie Wood on the slide guitar, is even more powerful than the studio version.
AKA the Goodfellas murder montage.
Getaway driver?
Isn’t that what got you here in the first place?
Alternate submission; Israel Kamakawiwo’ole’s medley of “Somewhere Over the Rainbow” and “What a Wonderful World”.
The problem with selecting such a long song for your final moments is that you’re likely to be strapped to a gurney with an IV in your arm, awaiting the shot to send you “onwards”. Would you really want to remain immobile for that long, without food or water? (Though of course sleep would still be still possible, though awkward!)
Battle Flag - Pigeonhed
“Tell me is it time to get down on your muthafuckin’ knees”