I’ve been enjoying some of the recommendations in this thread but I want more, MORE dammit! I find one of the easiest, and most enjoyable, ways to check out new music is through YouTube. I’d especially like to see some live stuff but vids are cool too. Old, new, punk, metal, stoner, doom, it’s all good.
A few of my favourites:
Deftones - Change (In the House of Flies
SuperJoint Ritual - Fuck Your Enemy
At the Drive-In - Quarantine
Nofx - Seeing Double at the Triple Rock
No Use For a Name - Biggest Lie
That’s all I can think of right now for some damn reason. The problem is I don’t know the names of a lot of songs and I don’t feel like googling them.
The Thermals are my favorite band that no one knows.
Here’s some links:
Here’s Your Future
If you like these check out the albums:
More Parts Per Million
and
The Body The Blood The Machine
Some old, some newish
Punk:
Against Me! - Borne on the FM Waves of the Heart
Metal:
Sleepytime Gorilla Museum - Headless Corpses Enactment. The lyrics are all from “Finnegans Wake.”
Dark Tranquillity - Terminus (Where Death Is Most Alive) — a great idea executed VERY well; not a fav band or song, but i lurvs teh video
The Bronx - History’s Stranglers — another great (if bizarre) idea brilliantly executed. This is as surreal as it gets.
Orange Goblin - Some You Win, Some You Lose — classic style showing the band playing live and in the studio
Butthole Surfers - interview — not music, but this is one of the greatest interviews that a band has ever given.
I could post more, but I don’t wanna be a threadhog (BAND NAME!).
an aside: Refused’s album The Shape Of Punk To Come is the greatest pop/rock album recorded thus far. Kudos for including them, thelurkinghorror.
Howzabout some real industrial?
Chrome - Meet You in the Subway (play it LOUD)
Throbbing Gristle - Discipline (watch the whole thing, and see what the audience is like at the beginning vs. the end. This is the band that invented industrial music.)
And here’s a rather dodgy recording of about the first 9 minutes of “Pink Lady Lemonade” by Acid Mothers Temple (who are occasionally a metal band). The full version of the song is about 45 minutes long.
DragonForce:
“Operation Ground And Pound”
“Through the Fire And Flames”
WARNING: Be prepared for a lot of cheese. Do NOT view if you are lactose intolerant. 
Great replies so far. Between this and the other metal thread I have a lot of music shopping to do. Unfortunately I’m very near by download limit for the month so I’ll have to wait a few days to hit the itunes store. I might even break down and buy a CD or two, do they still make those? 
Rage:
Alive but Dead
Crawling Chaos, no video just music.
Nomeansno – Two Lips/Rags & Bones (1990).
