I don't have a favorite song as well, just a bunch of songs I like to listen to a lot. The first song that came to mind is Harder Better Faster Stronger-Daft Punk.
Indestructible - Disturbed It's a real powerful metal song, good for jogging music or when you're PO'd.
Lies - Evanescence It's good an excellent beat, and the sound overall just sorta works for.
Two Sides Of The Coin - KISS I like to listen to this when I'm feeling pretty good, 'cause it's a real anti-downer song. And the chorus is crazy good.
Somewhere Beyond The Sea - Frank Sinatra Yes, I first heard this on Bioshock. But that's not why I like it, (Bioshock kinda failed for me..) I like it 'cause it reminds me alot of me. (I live in a rural "Community" of about 5 people, and all my friends and my girlfriend are on the other side of a lake from my house, about 20 miles away.)
Californiacation - Red Hot Chilli Peppers This song just has alot of meaning to me, and I like to listen to it and make sense of the lyrics. They tell a bigger story than you'd think.