Agree re: Lobos. I always try to catch them when they play nearby (pretty often, since I live in LA) so I've seen them more than a dozen times. David Hidalgo is a truly fantastic player and Cesar Rosas and Louie Perez (when he steps out from behind his kit) are both impressive guitarists, too. Steve Berlin is a great sax man and the overall level of musicianship is pretty much off the charts (so to speak).
I also love their repertoire. Straight-up blues, rock, quirky covers, and a half-dozen Mexican folk styles. You never know what you're gonna get, you just know it's gonna be great.