Germanshepherdsmum
I would worry that in having a favourite song played I would spoil that song for my family as hearing it would always take them back to my funeral.
On the contrary, I would hope that the songs would always remind them of me...
On a similar note though, one of my all-time favourite songs, Iris by the Goo Goo Dolls, was chosen for their first dance by my son and his wife at their wedding. They have since split up under fairly harrowing circumstances, but I still love the song in its own right and play it regularly - it doesn't remind me of that day.