"Sing, Sing, Sing" by the Benny Goodman Orchestra (with Gene Krupa on drums).
A few favorite classical pieces, just off the top of my head:
"The William Tell Overture" by Rossini (the Lone Ranger theme)
"The 1812 Overture" by Tchaikovsky (the "This is the cereal that's shot from guns" theme)
"Pomp and Circumstance" by Elgar (the graduation/Macho Man Savage theme)
"In the Mood" - Glenn Miller