Alice Cooper
Martha and Rufus Wainwright
The Handsome Family
Edit: Non-music events are included? Well add Ross Noble and Derren Brown (he did a trick on me!)
( Hoohah Bibbly-bobbly-bubbly-snibbly wib-wib floppit., Sun 9 Jan 2005, 1:12, archived)

I saw Rufus live once
and I cringed. I love his version of Hallelujah though.
( Enigmatic ™                 Voice No More                  ©, Sun 9 Jan 2005, 1:15, archived)

As far as the Wainwrights go
Loudon is probably highest in my affections. I went to see Martha and Rufus after not hearing much of Rufus but having heard lots of Martha's stuff, importing her EP and loving it. Martha was brilliant plus Rufus blew me away live, so I ended up investing in his records.
Needless to say, seeing The Aviator today was a treat :)
( Hoohah Bibbly-bobbly-bubbly-snibbly wib-wib floppit., Sun 9 Jan 2005, 1:20, archived)