Portishead is an excellent live show. I got to see them at a relatively small club a few year back and was amazed at how well they reproduce the songs. I figured they'd have to pare down all the effects and such as the album versions just sound very "produced", but damn if they didn't hit every song on the head...right down to all the weird little noises.
Other stuff you might like:
DJ Krush - (Ki-Oku in particular is an amazing album)
Morecheeba
Cardigans - Gran Turismo
Tricky
Fausto