Lyric discussion by Sp3ratus 

Cover art for At Your Funeral lyrics by Pinhead Gunpowder

I think that this song is about Billie's(or whoever wrote it) girlfriend cheating on him, an example is this line: "Sleepless nights replaying in my head"

This is about after, when he found out, that she wasn't the one for him, look at these lines: "But then I opened my eys To the light of the news I'm so glad I live to see the day."

The parts about that he'll be laughing at her funeral is about that even though he found out, that she wasn't the one for him, he loved her very much, so he hates her for cheating on him.