I believe that the one of the guitarists writes and directs all their videos. I've got the DVD that they released that has all their videos on it and I must agree with you in that they are really out there.
I've been to 2 concerts and they had some rather odd images on the big screens the whole time. The concert this past year they had the performers from their new video on stage and that was really weird too. They're definitely different but one of my favorite bands.
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