I'm not sure it makes much sense to look for conservative rock songs. Rockers may be in a conservative mood at some point -- the Beatle's "Taxman," for example -- but that doesn't make them conservatives. Everybody at some point has something they want to conserve, but that doesn't mean they'd be friendly to organized political conservatism.
Anyway, here's National Review's attempt at a list
Skynyrd did the gun-grabber anthem "Saturday Night Special"
OOOPs, how did this one slip in: You Cant Always Get What You Want, by The Rolling Stones.
Read more at: http://www.nationalreview.com/article/217737/rockin-right-john-j-miller