"Hallelujah" is one of my favorite songs. So beautiful, so sad. It seems simultaneously hollow and overflowing. Once, for a presentation in a Spanish lit class, I made the whole class sing along (don't worry, I had the lyrics on a PowerPoint).
Here are a few covers of it that do its lyrics some justice:
This is a four-part beauty. Youtube wouldn't let me embed it, so listen to it here.
Imogen Heap -this cover is very spare; haunting
Rufus Wainwright (this is the one you've heard from "Shrek")