Two of my personal favorites are:
http://www.YouTube.com/watch?v=6Y7NX2n4iUc&feature=related
Titled: Penguins Playoffs Song
By: Gopens25
This is really great, it highlights all of the players from the 2007-2008 playoffs. We didn't win, but this song is still great!
Another good one is a remix of Stronger:
http://www.youtube.com/watch?v=QxZod5xYdxg&feature=related
This one's by Crosby87Rookie
A pro quality remix of Kanye West's Stronger.
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I have heard a couple songs such as Supermassive Black Hole by Muse, and Assassin by Muse played there many times.