Take their song about James Ansor (sp?)
It is a song that, from a commercial perspective, didn't exactly need to be made. It features lyrical gems like "Before there were Junkstores before there was Junk he lived with his mother and the torments of Christ."
It is magnificently creative. It's a song about a somewhat obscure Belgian painter which has no real moral other than that you should check out his work.
TMBG does this kind of stuff all the time. On another track on the same Album they talk about the allegory of the cave. They have a cover band of themselves made up entirely of...themselves. It's inspiring because it's silly but it's also palpably original.
They are merely one example of groups or people I really appreciate in modern entertainment but they are one that springs to mind right now as I read endless diatribes about the corporate and uniform nature of the record business. While certainly there are probably MILLIONS of original musicians out there doing stuff TMBG has actually gained a measure of popularity. That's a measure of hope.
Also Weird Al Yankovich and the Beastie Boys are cool.