I gotta throw in my two cents here, although I'm of the little group here that has too many to really list.
Classical/Instrumentals
Piano Concerto No. 3 in d minor--Rachmaninoff. From the movie
Shine, also I'll admit I came home and cried to it the day my first serious
girlfriend and I broke up.
Prelude in c# minor--Rach. also. Doesn't get much more dramatic than this on a solo piano.
Prelude in c minor--Chopin. Short, sweet, to the point. About half a notch below his Funeral March in my book (which is too obvious, so I'm not
going to list it.)
Modern/"Regular" Music
Most of the ones I'd pick have already been mentioned:
Angel--Sarah McLachlan. My fiance sang this at her dad's funeral. I think that's enough reason.
Danny Boy, any version.
Every Rose Has it's Thorn--Poison
Knockin on Heaven's Door--Bob Dylan (GNR just doesn't have the same feel.)
Nothing Else Matters--Metallica. I don't have any stats, but I've heard this one's been playing when most people commit suicide.
Hurt--NIN
Loser--Three Doors Down
Outside--Staind
Behind Blue Eyes--Limp Bizkit. I know it's a cover, but I personally like this version better than the original.
In The End--Linkin Park
Scavenger Type--NOFX
Name--Goo Goo Dolls
Iris--Goo Goo Dolls
What Might've Been--Little Texas
The Good Stuff--Kenny Chesney
Not Even The Trees--Hootie & the Blowfish
Goodbye--Hootie & the Blowfish
Motherless Child--Hootie & the Blowfish (originally a hymn?)
I think I'll stop now