The song that played over the final scenes of "The Black Donnellys" on Monday apparently wasn't the original choice for that spot. There are two versions of the ending floating around right now: one that aired on Monday and features Snow Patrol's "Open Your Eyes" over the climactic scenes, and one from the original, unaired pilot with Arcade Fire's "Rebellion (Lies)" playing instead.
After watching both versions, I'm amazed at how much the song changes the character of the ending. The Snow Patrol song fades into the background, making the acting and dialogue carry the drama. The Arcade Fire song, on the other hand, makes the scenes feel much more urgent, and the lyrics match the action better. For my money, the Arcade Fire version is more powerful, though the Snow Patrol ending picks up steam when Tommy Donnelly starts the gunfight (about three minutes in).
I haven't seen an official explanation for the change, though this story rhapsodizing about the Arcade Fire version chalks it up to licensing issues. That would make sense; the only time I remember hearing that song on TV is during Nate Fisher's 40th birthday party on "Six Feet Under" (someone correct me if I'm wrong).
By the way, these five minutes were the best part of the pilot, so if you missed the premiere but watch these scenes, consider yourself caught up. Here's the ending as it aired, with the Snow Patrol song:
To see the leaked Arcade Fire version and weigh in on which works better,
Here's the Arcade Fire version: