I am a big fan of cover versions and have a few albums of "tribute" albums based around Goth bands.
I love the Mission's version of Atomic (which can be found on the NME "Ruby Trax" album) and I really like Minstry's version of "What a Wonderful World".
Nouvelle Vague have done some awesome Goth, Punk and Two Tone covers. Their version of Lords of the New Church's "Dance with Me" is inspired.
Not the worst cover I've heard but possibly the creepiest is Lords of the New Church covering "Like a Virgin"... (makes me want to shower afterwards, it just makes you feel dirty)
Rosetta Stone do a good version of "Venus in Furs" and "The Witch" is one of their more famous songs.
I even have a live version of SoM singing the Kylie Minogue song "Confide in Me" which isn't bad either.