I used to think of Joy Division as sad, but now see them as exploratory, and they reflect exploratory times in my life. Hence, I listen to them frequently these days (no pun,I swear).
Nick Cave & the Bad Seeds are amazing - along with Boys Next Door, and particularly the Birthday Party, Cave's canon is some of the most innovative and dark stuff around.
Right now, for me, I'm having a fascination warranting the rude awakening of my entire household - Death Grips. This is changing my week in a great way - http://www.youtube.com/watch?v=uqcTVVUFnKQ