I suppose it would depend on the circumstances surrounding that last moment on earth, but I'd go for "Once In A Lifetime" - Talking Heads.
One Song Before You Go...
OK a bit of fun (I've been drinking)you can listen to only one song before you depart this mortal coil,it's a big question,what would you listen to,it may define you,it may remind you,it might make you laugh,cry,no cop outs like really long tracks for hanging on,one song that's all,what would it be?...........
For me.... SOLSBURY HILL-PETER GABRIEL
For me.... SOLSBURY HILL-PETER GABRIEL