I've just started unlocking the songs, but my favorite so far is most definitely "Paint it Black" by the freaking Rolling Stones. I'm also loving "When You Were Young" and "Lay it Down" (or whatever the Priestess song is) as my favs at the moment. I've unlocked a couple bonus tracks but haven't played any of them yet.
And for the record, I got the Wii version, so if anyone out there wants to play a friendly game (I suck, only can do Medium and some hard songs...stupid orange button) I'm up for it. Definitely the ONE rhythm game I need to improve on. DDR is a different story, though. I've had numerous people call me out for cheating on that, lol.