Favorite song ever, "Dopesmoker" by Sleep.
Here's part 1/7, you can find the others in related videos.
http://www.youtube.com/watch?v=tOpidgBVa5s
Close runners up are "Sister Ray" by The Velvet Underground
http://www.youtube.com/watch?v=gDtqbS7DK2s
and "Thousands are Sailing" by The Pogues.
http://www.youtube.com/watch?v=gc1G7aCpSsI