I wouldn't mind something skanky like Janet's "Any Time, Any Place" or Sheena Easton's "Strut". Something happy and cute like Madonna's "Deeper and Deeper" would do as well.
I don't want people to cry for me when I croak; I'd rather be remembered as someone who was sexy, fun, smart, and a good friend. Sad stuff is for regrets and events that can't be undone.