To be honest I don't like any bands that have come out in the last few years, they're all a bit pants. My faves are:
Placebo
PJ Harvey
Sonic Youth
Flaming Lips
Idlewild
Goldfrapp
Radiohead
Yeah Goldfrapp's great, liked them since the first album, although shamefully still haven't got the first one. A bit let done by the new one, but it's still good.