1. At a sporting event:
It's hard to go wrong with Usher's Yeah!. I know, cliche.
2. At a party/social event:
Pink, Let get this party started. Umm. How about... I don't know.
3. Utterly depressed:
Billy Joel - Honesty
4. Driving in a car:
Anything by The Crystal Method
5. Feeling lustful:
My first thought was Sir Mix-A-Lot's Baby Got Back, but I am going to with about a hundred country songs :)