Seconding the Perfect Circle. Also, similar sound: Placebo, and Poe. *pauses and ponders the alliteration*

It's hard to rec when I don't know who you already like, so, just listing my all-time faves: The Calling, Smashing Pumpkins, Nine Inch Nails, Sinead O'Connor, David Bowie, Vast, Garbage, October Project, Vanessa Mae.