The Megas. They do vocal covers of Mega Man songs, covering all of the tracks from each game (They've done up until the end of Mega Man 3 so far). It's cool, because the lyrics that they made up for each song tells a story of it's own, and each album really tells each game's story very well. Plus, they just rock SO HARD. Listen to the songs "Metal Dance" (which is Metal Man's song), "The Annihilation on Monsteropolis" (Air Man's song), and "The Quick and the Blue" (Quick Man's song), to get you started.
If we're talking about traditional rock bands, then probably Peter Gabriel. I could listen to his Secret World live performance forever, and never get tired of it. It's that awesome. "Digging in the Dirt" kicks so much ass!