For any sort of urban driving, especially in a downtown setting late at night... "Savage Sex Teen" by My Life with the Thrill Kill Kult... seriously, go check it out. Great song!

Other theme songs include:

"Savory" by the Deftones
"Simple Man" by Skynyrd (because if all it takes to make me happy is a nice day with the top down then hey)
"Setting Sun" or "Out Of Control" by the Chemical Brothers
"Birdsong" by Tomahawk
"Carry Stress in the Jaw" by Mr. Bungle (the second half... man what a great driving tune)
"Jesus Built my Hot Rod" by Ministry
"New Noise" by Refused
"Airbag," "Pyramid Song" or "Electioneering" by Radiohead depending on mood.
And the list goes on... forever...

It's for this reason that whenever I'm driving alone there's a pile of mix CD's on the passenger's seat.

 

Limp Bizkit ft. Snoop Dogg - Red Light Green Light