I'd probably listen to a few of the songs that meant a lot to me over the years, not necessarily because I enjoy them but just as a sort of reflection of my life. I'd also listen to a couple of my favourite suicide songs.
I think the last one I would listen to would be silhouette by Owl City, it was a song I heard the other day and I thought a lot of the lyrics sounded sort of ctb-ish in a calm way and it has a pretty peaceful sound to it which I feel would sort of curb my fear of dying and give me the strength to jump. I think in my last moments though, I'd just listen to the natural sounds, hopefully there'll be thunder and rain because I like those a lot.