For maximum effect, Amazing Grace should be played on the bagpipes. The sound of the pipes somehow adds poignancy. This is often done in dramatic funeral scenes in movies (offhand example: Spock's funeral scene in The Wrath of Khan).
bookw56 says: Did you see Reagan's burial service in California*? They had a solo bagpiper playing Amazing Grace on those beautiful hills. It was amazing and did exactly what that hymn is supposed to do--inspire hope and confidence.
* I did not. I spent that whole week without TV on Vancouver island.