Wow, that was kinda difficult. 'Parce mihi domine' is by far the song that affects me emotionally. I can't listen to it without it making me sad. I always have a visceral reaction to it and it's tied completely to that ending and the total shock I felt when I first saw it.
Of course other songs from the season finales that I adore are:
S1- 'Save the last Dance For Me' by The Drifters - This song needs absolutely no explanation :D
S3- 'Where Do I Begin' by the Chemical Brothers w/Beth Orton - Such a perfect song for the scene, and for the point at which Ted is at. I already really liked it as I'm a Chemical Brothers fan, but the impact of it along with the soft to sharp focus and overwhelming green of the shots makes the scene disorienting and perfect.
S5- 'Sleep' by the Dandy Warhols - I love the full circleness of Sleep as others have mentioned. 'Ambition' by the Doves - It breaks my heart, but at the same time I find the meaning of the lyrics within the scene to be partly ambiguous and open ended as to Brian and Justin's future. Plus it's just a beautiful song :)