Probably Pearl Jam's "Thumbing My Way", just because they're my favorite band and that song was originally something Eddie Vedder wrote to play at his friend's funeral.
I'd like a lyric from Bruce Springsteen's "Youngstown" written on my tombstone though:
"When I die, I dont want no part of heaven
I'd not to heaven's work well
I pray the devil comes and takes me to stand
in the fiery furnaces of hell."
I'm not religious but I think that would be awesome
although, I'd prefer to be made into an artificial reef than buried, I think.