If I'm not mistaken, "Thru and Thru" was played at the beginning and end of the episode when they whacked Pussy. Hats off to the producers for matching that song to the episode.

Here are some others:
"Rosewood Bitters" - Michael Stanley
"Respectable" - Rolling Stones
"Bring It On Home" - Led Zepp
"Warmer Place to Sleep" - John Mellencamp
"Rocket Queen" - Guns N' Roses