Rammstein is an awesome live band. They've mastered the art of holding ones attention.
30 Seconds To Mars, when they first came out, was a great live band too. Haven't seen them live in almost 10 years, though.
Live music festivals, like Atlanta's Music Midtown, or Austin's SXSW, are great places for hearing live bands big and small. The Warped Tour was awesome music listening, too.