The band leader and the band players are awesome. They do mashups of mainstream popular music. My favorite so far is two parts of a mashup of Rage Against the Machine.
Part 1 (mashup of "Killing in the Name Of" and "Bulls on Parade"):
Rehearsal
In game:
Part 2 (Rehearsal, haven't found where they played this in game yet). This is appears to be "Wake Up" which is the song that ends "The Matrix".