"Battery"- a Metallica cover by Die Krupps. SO GOOD. I wish that album was on Spotify- it's a tribute to Metallica by industrial/darkwave artists (The Blackest Album).
I also love "People are Strange" by Echo and The Bunnymen and "100 Years" (The Cure) by Nosferatu. Oh, and "New Year's Day" (U2) by Frontline Assembly feat. Tiffany (don't knock it, she has a great voice and it meshes well with FLA), and "I Will Follow" (U2) by Spahn Ranch.
I hear that Finntroll has done some Pet Shop Boy and Slayer covers at some of their shows. I'd probably cut someone to see that.