A pretentious Goth version might be:
Tone Death (Or even Tone D’Eath)
Mohamed Atta Fun Happy Play Time Ice Cream Party?
I just killed this thread dead, didn’t I.
The Singing Civil Servants
(Once on The Muppet Show, they had an act called “Clive Cahuenga, the Singing Civil Servant,” who sang the municipal vermin code. Seriously, who wants to hear a government employee sing?)
Or failing that, how about Five Untalented White Teenagers?
(nope, not dead yet, Loopy.)
No, you’d have to post something like Mohamed Atta and The Jets to do something like that. 
**Tasty Acne
Your Sister Is Next**
I’m making myself sick!
Dick Hertz and the Rusty Trombone Orchestra?
The the, The Who, and The Beatles aren’t really that clever as word plays.
U2, Brute? 
Actually, there is a band called I Am The World Trade Center. I like their song “Look Around You”
Cthulhu’s Kiss
Partial Girth Contortions
Pope John Paul’s Goiter
Continuing with the theme of “bewilder the audience”:
The [insert notable person not actually in the band’s name here] Orchestra
Comedy Tonight
Tickets Still Availible
Playing Across The Street
Private Party: By Invitation Only
Under New Management
A friend suggested The Usual Crap. “Who’s playing there tonight?” “The Usual Crap…”
Just remembered my one moment of comedy genius, suggesting naming our pub quiz team “And In Second Place”.
We came second. 
I saw a band once called Dick Delicous and the Tasty Testies. They were pretty good actually.
The Generic Band
Almost, But Not Quite, Entirely Unlike Nirvana
!
When I was 13 and in a garage band two of the guys wanted to name the band Milk Makes Mucus.
Maybe it was because I’m a girl and they were 13 year old boys, but I could NEVER find the reason behind thinking that was a good name for a band.
I always wanted to form a band and name it Special Guest.
…I mean Milk Makes Mucous of course.
This reminds me of the punchline to an old joke: The Moron Tab’n’Apple Choir.
OTOH, they might give Belle and Sebastian a run for their money.
Some of my own:
Peter Panning for Golden Showers
The Id, the Ego, and the Subcontractor
Trainsexual
Nauseous Coprophagiac Canine
National Ant Hymn
Underprivileged Pants Python
Wopnigger McKikespick
Brian Setzer Orchiectomy
Holiday in Peoria