...Feel Alright by Steve Earle? If so, it's on the "I Feel Alright" cd.

Lyrics -

I was born my papa's son
A wanderin' eye and a smokin' gun
Now some of you would live through me
Lock me up and throw away the key
Or just find a place to hide away
Hope that I'll just go away
I feel alright – I feel alright tonight

I'll bring you precious contraband
And ancient tales from distant lands
Of conquerors and concubines and
Conjurers from darker times
Betrayal and conspiracy
Sacrilege and heresy

I got every thing you wont or need
Your darkest fear, your fondest dream
I ask you questions, tell you lies
Criticize and sympathize
Be careful what you wish for friend
Because I've been to hell and now I'm back again

http://popheadwound.blogspot.com/2008/08/best-americanafolk-rockalt.html

at the start of one of the final episodes where there's a kinda montage of things happening. I don't suppose you're referring to the song playing in the bar at the end, are you? The song there was 'Have You Ever Seen The Rain' originally by Creedence Clearwater Revival, but god knows who was doing the cover of it.

...I wish they'd used someone else's version of I Walk On Gilded Splinters. There are so many that are better than Paul Weller's.

Haven't seen season 2 since it was on TV but i seem to remember that the version was by Joan Jett