I also tried to do an $A_5$ example! As you probably know from the $A_4$ example, an issue that needs resolving here is that the image of Galois in $GL_2(\mathbf{C}$) isn't $A_4$, it's the central extension, so you need to know how primes split in that last extension, which is computationally more expensive. Bjorn Poonen showed me a wonderful trick though, so I could do it. I computed $a_n$ for hundreds and thousands of $n$, built the function on the upper half plane, and checked to see if it was invariant by the level group. It wasn't :-( I concluded that either the Langlands program was wrong or my code was wrong, and I had a good idea which. [EDIT May 2012: for what it's worth I did actually get the code working in the end (in April 2011 in fact) -- my code was wrong (stupid error: all the "hard" code was fine but I had miscalculated $a_{1951}$!), and Langlands' programme still looks fine. AFAIK one still cannot prove that the candidate Maass form whose power series expansion I can compute a very long way is actually a Maass form.]