Blues, Jazz, Rock Violinists?

The three unmentioned names that come to mind first:

Michael Doucet of Beausoleil.
Ed Jobson of Roxy Music.
Gatemouth Brown.

Note that Beausoleil has made both rockin' Zydeco records and much mellower waltz records, so choose accordingly. Also note that, while Gatemouth is a terrrific fiddler, 90+% of his recorded material features him on guitar (so choose accordingly) and Jobson also played a lot of piano (so, choose....)

Marty

Oops,

I forgot one more that you should definitely check out:

http://en.wikipedia.org/wiki/Steve_Wickham

Waterboys/World Party

And, I guess Warren Ellis, too (see reference in the Steve Wickham Wikipedia entry, above).

I always liked David Cross's work with King Crimson. I know he did some solo work but I'm not sure it got much play. Also Michael Urbaniak is pretty good.