How about the Rolling Stones' 'Under My Thumb'?
Adding to this list, though...
The Stooges 'I Wanna Be Your Dog'
The Plasmatics 'Sex Junkie', 'Mistress of Passion'
Motorhead's 'Shine ' and 'Tear Ya Down', while not exactly BDSM-related, necessarily, always get me in the mood.
Same with 'Outlaw Torn' by Metallica-- it's not exactly BDSM-related, but it's a song with epic power and lyrics that inspire the kind of awe and fear I like to inspire, at times.
The Birthday Party-- 'Nick the Stripper'
Nick Cave-- 'Loverman' has some pretty good imagery in it
That's all I can think of for now. I'll update later if I think of more. Good luck on your quest, though, ownedslut; I hope you find what you're looking for. Report back, please, if you do--while I'm not one of them, there must be more like you who are in the lifestyle, but don't adore morbid and grotesque music.
One last thing: The Velvet Underground song mentioned by Domin8or is actually entitled 'Venus In Furs', after the Masoch novel.