If there is such a thing as the perfect, melancholy ballad then Leonard Cohen's classic 'Hallelujah' must come close.
I first heard this song as part of the sound track to the movie 'Basquiat' in which it is performed by John Cale. Many artists have covered it, most notable versions are by Jeff Buckley and Rufus Wainwright (who's versions are inspired by Cale's arrangement).
The girl in this video is from YouTube, she's 16, lives in Finland and goes by the nickname maijapop. I think she does a great version of the song. I hope you do to.