I think Foetus & Lydia Lunch's version of Don't Fear the Reaper was the gothest! If we're going back that far, how about even farther to 1956 with "I Put a Spell on You" by Screamin' Jay Hawkins. Dude rose up out of a coffin on stage, you can't get anymore goth than that!
But I'll go with Bela Lugosi's dead overall though, for serious, as far as actual gothic-labeled music goes.