"A.D.H.D." by Kendrick Lamar, a very catchy and atmospheric track that's perfect to play while driving around Los Santos at dusk.
The N.W.A.'s "Appetite For Destruction" is the first licensed song you hear in the game, playing as you joyride in the repossessed vehicles with Lamar. It serves as the perfect introduction to the city of Los Santos.
On the original soundtrack, Health's "High Pressure Dave", a cover of The Unit's "High Pressure Days".
Really, Radio Mirror Park in general is an entire radio station full of awesome music (notably, all three ending songs and the opening theme for GTA Online all come from this station). A large number of series fans have declared it the best GTA Radio station ever.