A few of my favorite bands:

NRBQ
The world's greatest band? I'm not sure, I just know that my face hurts from smiling everytime I see them.
The band's official website
Wild Weekend 2002: What promises to be one wing-ding of an event!
Order the latest NRBQ CD from dead.net!
Stacey's NRBQ fan page
Mary's NRBQ fan page

The Chandler Travis Philharmonic
Finishing up work on a CD, and possibly touring down to South by SouthWest in March, 2002.
Disclaimer: sometimes I sing with these guys (but I started out as a fan)

The Incredible Casuals
The Sunday afternoon "house band" at the Wellfleet Beachcomber. Be sure to check them out if you're ever on the Cape!

Of the above three bands, I think my favorite is whatever group I saw most recently. They're all just grand.

P.J. O'Connell
Former Flying Pig, check out his solo CD "Dream Life". Currently finishing up a CD recorded with members of NRBQ.

Earth Junior
A great Cape Cod band - fairly regular performers at the Land Ho in Orleans and the Squire in Chatham. They play lots of great covers (Incredible Casuals, Joe Jackson, Bob Mould) and some excellent originals. Lots of ska and Stevie Ray Vaughn-ish shuffles. Great three-part harmonies.

The Ticks
Diamonds in the rough, the Ticks are self-described "bitch punk-ass rockers." Three "Ticks Chicks" on guitars, bass, and vocals with a dude drummer. They've played the Sou'wester in Chatham, but you're more likely to catch them at the Prodigal Son in Hyannis. Also be on the lookout for Julia and Emma's acoustic group, "Criminal Government."
Oh, and last I heard, they're looking for a drummer ... if you know of anyone or you're interested, send 'em mail

Frank Zappa
According to zappa.com, there's supposed to be a new Frank Zappa release by the end of February, 2002 - WooHOO!
(though I gotta say - I'll believe it when I see it)
The official Zappa website
A really good place for Zappa info

They Might Be Giants
The band's main official site
The band's official "news" site
(less structured, the idea is that it is updated more often with immediate news)
Dial-a-Song
Lots of cool MP3s and more here!

Good places to hear live music on Cape Cod:

The Wellfleet Beachcomber (Wellfleet)
The Sou'wester (Chatham)
Also check out the Land Ho in Orleans and the Prodigal Son in Hyannis. Neither seems to have a website that works.

Good places to hear live music in the Greater Boston area:

The Midway Cafe (Jamaica Plain)
Toad (Cambridge)
The Plough & Stars (Cambridge)
The Lizard Lounge (Cambridge)
The Middle East (Cambridge)
Johnny D's (Somerville)
TT the Bear's Place (Cambridge)
I've read some good things about Tir Na Nog (Somerville), but I've never actually been there. They do book Ray Mason fairly regularly (both with his Trio and with the Lonesome Brothers), and Asa Brebner, too, and there's no cover, so I would think it's definitely worth checking out.