I'm a big fan of Arcade Fire's album, Funeral. My favorite song on there is Neighborhood #1 (Tunnels).
I'm actually listening to a lot of Disney music at the moment, my favorite song of that is either Hellfire from Hunchback or Reflection from Mulan. If anyone else is a big fan of Disney music, head over to the movies, books, tv and music board and vote in the song rankings poll.