I bet some of you probably think it should be Blue Monday or Regret or something, but actually my choice would be "Sooner Than You Think", off of 1985's Low Life.
The song came at a time when New Order had mastered their eclectic style, and this song is a culmination of everything. Sweet Jangle Pop, Hooky's drugged up bass riff, more groove oriented electronics, a danceable beat during the verse, and lyrics which seem like they could be very deep and painful but covered up in vague afterthoughts- "oh you know what I mean, yes you do!"...The "we had a party in our hotel last night" line is so visual, you could just imagine the scene almost, but the lyrics don't make a whole lot of sense, which is kind of the point but there's something under the surface that Barney is a little too bashful to bring out....Classic New Order aesthetic...
Plus, a great jam section part with Barney sort of riff-soloing while all the electronics and Hook are right there with him. An unexplainable sadness underlies the song, but it's not too overt, and not meloncholic at all....One of the group's finest compositions, and so well arranged musically.
No Holiday Jay