Thoughtless - Evanescence. Especially for a live cover. Like Fishie said, her vocals are amazing on it.

Also, I like Paramores' cover of 'My Hero' by Foo Fighters. It's not as good as the Foos' version, but it's still good. It's a lot more softer, and it's played with acoustic guitar rather than electric. Her vocals are also good on this track, too.