I like just about all of the songs the muppets have sung.
Some of the ones that really stick out to me are:
Just One Person- This song was sung by Bernadette Peters during the 2nd season, it was the final song sung at Jim Henson's funeral, and it was also sung during the Muppets remember Jim Henson special.
Wishing Song- it sung by Gonzo during the Muppet Show. He wanted to marry Madaline Kahn, but she turned him down. He was depressed over it and sung this song.
I'm Going to go Back There Someday, and Rainbow Connection, and the Rainbow Connection reprise at the end of the Muppet Movie.
When Love is Gone, and Bless us All from the Muppet Christmas Carol.
There are a lot of other songs that are just amazing.