I haven't listened to too much J-Rock, but I I've liked what I listened to so far. I have all three of the L'arc~en~Ciel CDs, and have been to two Peelander-Z concerts(at Anime Next 04 and Anime Next 05), complete with human bowling(yes that's right, human bowling!).
Right now, I'm listening to the D'espairsRay CD I bought at their concert I attended at this year's Anime Next. They were definitely one of those bands that were as good on the CD. Though, in my opinion, they sounded even better than that.
After waiting for an hour in line and sitting through two opening acts--both were local bands--they finally came on stage at 12:15 AM. After listening two a couple of their songs, I was impressed and was dancing away! Hizumi--the lead singer--had us chant along with several of their songs which got everyone into the music. The guitarists were pouring water into the audience, which drove the front row people crazy(I was near the back)!
When it was over, everyone wanted more, and so did I. We chanted "D'espairs Ray," over and over. At first, our attempt was fading away, but more people caught on, and the audience was shouting away! They came back on to perform four more songs (which surprised me since all the encores I've ever seen were one or two at best), which drove the aufience crazy!
As soon as it was all over, I bought their CD from the stand right away. Then, I went back to my hotel room with shot ears, but in a hyper mood. I wish I could have taken pictures, but photography was not permitted. Still, I was just impressed that they were that great of a band and had the opportunity to see them! This was definitely one group worth staying up late for!