How I found it: it was played on an episode of How I Met Your Mother called "Something Old".
Sharleen Spiteri (born 7 November 1967) is a Scottish recording artist and songwriter, and the lead singer of the rock band Texas. More
"Personal Jesus" is Depeche Mode's 23rd UK single, released on 29 August 1989, and the first single from the album Violator. The single reached No. 13 on the UK Singles Chart and No. 28 on the Billboard Hot 100. The song was the first single to make the US Top 40 for the band since their 1984 single "People Are People" and was their first gold-certified single in the US (quickly followed by the band's subsequent single, "Enjoy the Silence"). Since its release, the song has been covered by numerous artists including Gravity Kills, Marilyn Manson, Jerry Williams, Lollipop Lust Kill, Nina Hagen, and Johnny Cash. [Wikipedia]
It's Farzad B.'s favourite.