Picking just one is damn near impossible...so here's a list of my favorite tracks:
(Aside from the obvious 'Heroes', Ziggy, Starman, Life On Mars?, Under Pressure, Space Oddity, Ashes To Ashes, etc.)
In No Order:
Seven Years In Tibet
Seven
Days
Scary Monsters (And Super Creeps)
Cracked Actor
Queen Bitch
Bring Me The Disco King
New Killer Star
Young Americans
Fantastic Voyage
Fame
Fashion
Sunday
China Girl
Sound And Vision
I'm Afraid Of Americans (I was SO happy when I got to see NIN play this in Chicago last May)
...You know, this could actually go on for quite some time, so I'll just cut it now.