Phish, moe., SCI, Big Wu, Bockman's Euphio . . .
Basically any jamband. But because they are so great live, and all of the above (to my knowledge) encourage people to record and share shows, you can get a CD of a show and listen to that instead of a studio CD, and then they sound great on CD as well.
That way, I get my music free legally, I support the bands by going to concerts, and I hear lots of great music! What a great deal! When I go to a concert no one comments on my shaggy hair, either! Its like heaven.
One thing I've found is that there are very many bands who, when you see them live and loud - By loud, I mean really loud - sound great, but when you listen to the same recording at a more sane level, it doesn't sound so hot. I didn't list any of those above, but many of you probably know what I mean.