Probably the soundtrack to The Crow. The soundtrack to Trainspotting would be a very close second.

Favourite songs on The Crow soundtrack:
"Big Empty" by Stone Temple Pilots
"Golgotha Tenement Blues" by Machines of Loving Grace
"Color Me Once" by Violent Femmes
"Burn" by The Cure

Favourite songs on Trainspotting soundtrack:
"Lust for Life" by Iggy Pop
"Temptation" by New Order
"Night Clubbing" by Iggy Pop
"Perfect Day" by Lou Reed