I'd pick 'Say Yes To Heaven' even though I don't think I'm gonna go there when I die, we love the irony
But it would also depend on the date of the funeral cause I usually listen Lana's music based on season (so in the summer I'd listen to her older work as Lizzy Grant, fall and winter would be Ultraviolence, fall would be COTCC and so on) idk if anybody else feels the same.
But on a more serious note, if the dj plays the Ultraviolence album it's gonna be perfect (no matter what season it is).