Ein Feste Burg is one of my favorite pieces of Church Music, from any Church. I think it was written by Martin Luther himself, but the arrangement by Praetorius is just sublime. Not Lutheran at all, but the Terpsichore is one of my favorite "albums".
There was a wedding this past weekend at St. Mary and both the processional and recessional were done with piano music (to the grave disappointment of the chanters). The recessional was Ein Feste Burg. We chanters just looked at each other like we had mysteriously been transported to a Lutheran church!