Slaanesh - Lit Up bu Buckcherry
(Also Party In The Gutter by Richard Gein, The Ball of Kerriemuir (traditional), Acid Queen by The Who (if you're going for Slaanesh as the god of suffering play the terrible cover by Tina Turner instead), Rock and Roll Never Felt So Good by GWAR, and also several other songs by GWAR and by Cannibal Corpse that I can't even name here because the names are too dirty)
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Hastur - Dim Carcosa (Cassilda's Song) by Silver Key
(and also the version of Cassilda's Song by Stormclouds)