I have to say, after narrowing things down, the song that gets me the most is Minnesota. Hot damn, that's a heavy song. Again, that whole album is a downer, but that track takes the cake. I was just playing it on guitar the other night, and after a few minutes my girlfriend finally exclaimed, "could you play something less depressing?!"
Really, even just that riff is terribly sad sounding.
Favorite version would have to be the one from the radio show where it's just John on the tape recorder... not sure of the actual date or name, but it opens with Ultraviolet.