Wow, this is ridiculous. My family would kill me if I played Opeth at my funeral. Hey...wait...they couldn't. I'd already be dead. Well, they'd rekill me or something.
If I had to choose: TBYF.
If I wanted to be really melodramatic, I would play Barber's Adagio for String Orchestra.
Actually, I wrote my own funeral march in a composition class in college for Tuba, Bassoon, and Cello (what a strange ensemble!). People were kind of creeped out by the morbidity of it, but I had to compose something for those instruments (what the students in the class played), and it seemed like a fitting subject matter. So, screw Opeth, I want my own composition to be played!