I've not had the pleasure of Conan live yet, although they're playing Sheffield in less than a month's time.
Loudest bands I've seen are Taint, Levien, Mistress, Blutch and Metallica, but the winner is Slomatics. When they were sound checking for their gig at the Cricketers in Sheffield it practically shook the building and prompted stern words from the landlady. [Edited by Pete at 00:26 on 03/11/12]