"Raise What's Left of the Flag" by Flogging Molly. My family is Irish, so it's fitting. That, and "Oh Danny Boy" played on the bagpipes. It was played at my grandfather's funeral, and I want it played when I pass on.
Then, "Everybody Have Fun Tonight" by Wang Chung would be played at the after-party, as my family ALWAYS goes to the Knights of Columbus to drink and tell stories of our lost loved ones. And naturally, "The Passing Policeman" would be sung by all in a glorious drunken moment.