The use of the title song in the finale of Life On Mars is a bittersweet example.
A2A 2x02 has the first appearance of a song many fans were waiting for: "In the Air Tonight" by Phil Collins. The lights in CID going out as Gene exits to the drum solo is just the icing on the cake.
Duran Duran's "Careless Memories", as used in the Audi Quattro introduction scene with the powered-up, revved-up guitar playing by Andy Taylor just before Alex Drake gets introduced to the Gene Genie in the very first episode.