I don't have any favorite song at all. My iPod is full of soundtracks (especially these by Hans Zimmer) and my favorite bands (like Tool or Nine Inch Nails).
But it's actually hard to decide which songs should I put there, because I've got 35GB of music on my laptop, I wish my iPod could contain all of this. D:
But well, if I have to choose 5 favorite...
Tool - 10,000 Days (Wings part 2)
Two Steps From Hell - Velocitron
Ootsuki Kenji to Zetsubou Shoujotachi - Kuusou Rumba
Hans Zimmer - 160 BPM
Hans Zimmer - Mombasa (but I love all songs from Inception's soundtrack)