Last Night's Mitzvah Tanz Medley was an all-time classic medley. The traditional "Eishes Chayil"/"Borei Olam" segueing into "Can't Fight This Feeling" by R.E.O. Speedwagon.
The only less traditional segue I can recall having played on a gig (this one was as a sideman - it was NOT my band) was going from "Brickhouse" into Shir Hama'alos. It doesn't exactly work.
For those not familiar with the Mitzvah Tanz ritual, here's a nice video clip by flimmaker Menachem Daum. It's of the late Bobover Rebbe, Grand Rabbi Shlomo Halberstaam dancing the Mitzvah Tanz.
Here's a Mitzvah Tantz Blooper Video. For those who don't know, he's dancing with his eyes shut.