I didn't see the show, but I recently discovered Cat Power (aka Chan Marshall - she doesn't have permanent group, I don't think). I've heard various live cuts on the internet and she sounds like a great performer (although she seems to suffer from anxiety attacks - or something - and her shows get derailed with alarming frequency). Her latest album is pretty damn good (The Greatest), and Moon Pix has some darn good stuff as well.
I do find that I prefer listening to her a song or two at a time - complete albums seem to wear on me for some reason I haven't figured out.
And yeah, she's pretty cute too.