Although it has the moniker the "Hungarian Suicide Song," and although the lyrics are pretty bleak, I've never found Rezső Seress's "Gloomy Sunday" anything but exhilarating. To tell you the truth, although I love the famous Billie Holiday version, I must admit that the one from Schindler's List is sort of my favorite and I don't know whose it is.
I also like this Paul Whiteman recording:
And, of course, Artie Shaw!
(The composer, of course, jumped to his death.)