Then there is always this classic:
The Breeders “Cannonball”
http://www.youtube.com/watch?v=eGXE7AF_sK4
http://www.youtube.com/watch?v=tjvL8IUJbM0
Les Claypool is amazing, I can only describe him as a sort of dark, countrified Frank Zappa.
Another that I'm a little afraid of posting to FR, lol, would be Buckethead - “Spokes For The Wheel Of Torment,” noteworthy due to the animated Hieronymous Bosch painting for a video. It's done in that Monty Python cut and paste style and can be funny but most would likely find it disturbing due to the gore. If you want to see it, it's easy enough to find.
Buckethead is also quite strange and is something of an enigma but is a startlingly accomplished guitarist who has collaborated with numerous musicians and groups, Les Claypool and Primus among them.