It has been almost 20 years but I still remember a Processional at an Episcopal Church that was led by bag pipes. Can't remember the hymn but agree about the goosebumps.
I had the privilege of attending a service for a Confederate Army veteran and the bagpipes were really cool. They had a cannon salute also that rocked the windows on a few houses in the area. Some re-enactment group from Alabama came and put it on. They said the US pledge, the Confederate pledge and the Texas pledge. They read some pretty good historical background on the guy and all in all it was a nice learning experience for a large group of people in that family. I had not known that this type of service was available, but if you have a Confederate veteran in your family and want to memorialize him you can most likely find info online. The bagpipe guy also played taps with a bugle, but the pipes really made the moment.