Ha, I've often thought of this question myself. I used to have them all three selected out and would often inform my mother of my newest musical choice if i changed something, but nowadays I am not so sure anymore. Funny you have something by Pink Floyd - I once wanted Comfortably Numb for my funeral. Is that cliché? :)

But I'm not sure anymore. After my grandmother passed away many years ago, some music has never been the same for me again. Whenever I hear certain songs I can't help but remember the funeral and feel saddened in some way. While I would love to enrich my family and friends that I leave behind with some proper good music, I would hate it if I spoiled the music for them in the same way, making them never able to enjoy the song ever again.

Also, I'm not sure I want sad, gloomy music anymore.