Let's face it: Jesus and rock n' roll rarely read properly in the same sentence, not to mention that anything that's related to religion is not exactly deemed as cool when it comes to heavier music genres, unless, of course, that red dude with horns is involved or the lyrics are full of anger toward the man. Very few bands have gotten away with being devoted to the Lord. U2 is the first name that comes to mind. However, others acts have pulled it off as well and gave us some awesome rockin' tunes about Jesus.
Soundgarden- Jesus Christ Pose.
The song doesn't explicitly talk about Jesus, but its lyrics are a direct hit at the culture of idolizing characters in popular culture, and treating them like deities and martyrs. One of Soundgarden's best and heaviest songs, Chris Cornell (by the way, didn't he look like Jesus in the early days of the band?) reaches some of the highest notes ever.
Bon Jovi- Hey God.
We have all been mad at God at some point or another. Well, Jon Bon Jovi was pissed as hell (no pun intended) at him. Complaining about why is the Lord not present in the lives of all us, and telling us about people who were seemingly abandoned by the divine powers of Jesus. A man who's about to lose his house and has no money, and a woman whose son just got convicted are just some of the people Jon is fighting for, all while ironically telling God about how busy he must be.
Depeche Mode- Personal Jesus.
Inspired by Priscilla Presley's book Elvis and Me- a tribute to none other that Elvis himself- Martin Gore wrote the song about how all of us have the choice to find our own Jesus in those we adore. It could be as easy as deifying the object of your affection. It could be your significant other, your mother, father, brother, it could even be yourself.