I like "Knocking On Heaven's Door" covered by GNR, as DV stated.

Also:

"Darling Nikki" is a great Prince remake redone by Foo Fighters
"Cum On Feel the Noize" - Quiet Riot orig. by Slade
"Trapped" - Springsteen covering Jimmy Cliff
"You Shook Me" Led Zeppelin covering Willie Dixon, Jeff Beck, and countless others