Cover songs that are better than the originals.

I like watching Ike and Tina Turner doing Proud Mary but I prefer listening to CCR. 

"Ain't no Sunshine" on the album Midnight Run by Bobby Bland. I have the Guy-Chapman and Bill Withers versions and like them as well. However IMO Bobby's version puts them to shame. Whole album is a stellar recording.

+1 on the goosebumps, blueranger!

Hard to believe that Sinead O'Conner (or anyone) topped Prince, but she did on "Nothing Compares to You." He recorded that song as if he didn't think it was anything that special, but she poured her soul into it. How about the Who's version of "Young Man Blues"? If you haven't, check out the original by Mose Allison. OMG, never heard a jazz throwaway turned into a rock masterpiece. 

+1 on Hendrix All Along the Watchtower 
Hendrix - Gloria 
Minor Threat's version of Stepping Stone 
Iron & Wine - Such Great Heights from the Postal Service 
Lynyrd Skynyrd- Call Me The Breeze 
Willie Nelson- Wisky River (and about 20 other songs)
Cake - I Will Survive 
Pretenders - Thin Line Between Love and Hate 
+1 Talking Heads - Take Me to the River
Dandy Warhols - Hells Bells
Devo - Satisfaction 
Plenty of others