Sure, my favorites are probably:
The Beautiful People
I Don't Like the Drugs (but the drugs like me)
The Dope Show
No Reflection
If I Was Your Vampire
Arma-Goddamn-Motherfuckin-Geddon
And his covers of:
Personal Jesus (Depeche Mode)
Sweet Dreams (Eurythmics)
Tainted Love (Ed Cobb)
I Put a Spell on You (Screamin' Jay Hawkins)
Lately though I've been listening to Bobaflex (Tales from Dirt Town album), Avenged Sevenfold (Hail to the King album), The Pretty Reckless (Going to Hell album), Orden Odan (The Things We Believe In is awesome), Saltatio Mortis (especially Ebenbild), and Corvus Corax (fantastic drumming and one of the few bagpipers I like). By the way, if you've never played Brütal Legend you might want to try it. It is really, really rocking and good, solid fun.