Here are the song picks for the Canon Foreigners in the F-Zero series (Rick Wheeler, Clank Hughes, Haruka Misaki/Miss Killer/Luna Ryder, and Lucy Liberty. The Death Soldiers don't really count:
For Miss Killer, it's Stranger Eyes by The Cars: https://www.youtube.com/watch?v=tcUdJOreGzM
For Lucy Liberty it's Higher by N.M. feat Sunny from DDR Extreme: https://www.youtube.com/watch?v=DwITMQzWBTI It really sets her personality very well!
For Clank Hughes, it is The Brazilian from Genesis: https://www.youtube.com/watch?v=85I7tUIFmrQ
Abd finally, for my all-time favorite pilot in the series, Rick Wheeler! There's his obvious theme from GP Legend, the GBA game, but I also picked these: The first is from Top Gear, Track 4; aka the San Francisco track as I'd like to call it. https://www.youtube.com/watch?v=H1_AtP6xD34
The second idea is the English fandub of the finale of the anime, as well as Ending it All by Rage: https://www.youtube.com/watch?v=tGh1FhERRGI
Feel free to make your own ideas, and I wish for them to have their official pilot themes in the future, like the ones in GX. Enjoy!