MADISON, Wis. You know that thing bands do sometimes during concerts when they name drop the city they are playing in? It's nearly a rock cliche and also a sure-fire way to get a rousing audience response.

Well, Xiu Xiu's singer/enfant terrible Jamie Stewart did something like that last Thursday evening when his band played the Memorial Union Terrace. Except, Stewart added a thoroughly Xiu Xiu twist on the tactic, quickly announcing to everyone that this wasn't going to be a typically upbeat, standardized rock show.

"Madison is the right place..." Stewart shrieked, raising his voice on one of the few occasions of the evening, "To Kill Yourself!!!" That outburst occurred during the middle of a song I didn't recognized, and Stewart quickly returned to it as if nothing had happened.

Amazingly, Xiu Xiu--a band infamous for its often-shocking abrasiveness--provided, by far, the most pleasant listening experience of the evening. A band called The Bastard Trio started making an ungodly racket at around 9 p.m. as the first openers. My friend, who knew one of the Bastards, said that they describe their sound as "experimental, free-form jazz," which is surely a euphemism for "You'll want to cover your ears." The three--a guitarist, drummer and saxophonist--maniacally assaulted their respective instruments, seemingly unaware of the presence of the other bandmembers, which made for some really disjointed trashing. Let it suffice to say that The Trio received the loudest applause when they ended their set. I don't want to pick on The Bastard Trio, because they helped make something very clear to me: Just how good Xiu Xiu is at what they do, which is being truly experimental, uncompromising and innovative while remaining surprisingly listenable. It's a razor-thin line--the line between pushing limits and remaining accessible--and even though Xiu Xiu don't always walk it perfectly, we should forgive Stewart's scattered missteps because when he hits it is fabulously devastating.

Xiu Xiu's set mainly consisted of songs from their most recent album, Fabulous Muscles. The songs Stewart loosed upon the Terrace also happened to be a collection of some of Xiu Xiu's most listenable and immediately enjoyable tunes, stretching back to the band's 2002 debut, Knife Play.

Starting off with "Fabulous Muscles," one of the band's quietest songs, Stewart strummed an electric guitar while he choked out its sexually perverse lyrics. Stewart's paper-thin vocals were mixed a bit low, forcing anyone who wanted to hear his bleak confessions to move close to the stage. Indeed, when Stewart sings he seems to be wrestling for breath, gasping under some crushing force that is happily invisible to the rest of us.

Then the band moved into "Clowne Towne," another highlight from Fabulous Muscles. The band's live recreation of the song, which is heavy on synths and electric blips on the album, wasn't a recreation of the recorded version and, in many ways, it proved more satisfying. Live, Stewart's acoustic guitar was more prominent, driving the song. Musically, the show struck a balance between 2003's bare-bones acoustic Fag Patrol and the busy electronics of Fabulous Muscles. Whereas Fag Patrol could be too sparse and Fabulous Muscles a bit too over-the-top at times, the balanced, more guitar-centric sound the band displayed Thursday sounded more organic and seemed like an ideal sound for the band.

Jamie Stewart was backed-up only by Caralee McElroy, who handled various percussion and 'miscellaneous crazy noises' detail. The 20-year-old McElroy displayed a certain grace as she methodically manipulated each complicated-looking apparatus, her calm face betraying only the beginnings of a smile at the corner of her mouth.

Conversely, Stewart, cringing before the microphone, swaying rapturously with eyes-tightly shut-he hardly opened his eyes the entire set-seemed to not realize he was playing in front of a decent-sized audience. Indeed, watching the two of them so engaged by the moment, nearly oblivious to all else, with their impeccable hair-cuts--Stewart's parted to the left, Caralee's parted to the right--one might be tempted to call them cute.

But then you must realize how strange it is to classify a band with a singer that screams, "THIS IS THE WORST VACATION EVER-- I'M GOING TO CUT OPEN YOUR FOREHEAD WITH A ROOFING SHINGLE! AAAAAAAA!!", as Stewart did Thursday during "I Broke Up", as "cute." Jamie Stewart has gained notoriety for his mid-song screaming outbreaks, and with good reason. Rather than a raw, exhilarating scream by, say, Bon Jovi, Stewart has perfected a scream of a different species. Rather than sounding like a call to rock, his truly chilling scream sounds like the involuntary outburst of someone who has been unexpectedly, deathly startled. It has a similar effect on listeners-or at least me, at any rate-and rarely fails to make my heart stutter. Sure, it may be an indulgent move musically, but I know of no other band that could do the same with such frightening earnestness.

Stewart said little to the audience between songs, except for a few muttered "Thank You's", but I wasn't disappointed. After all, if you listen to his intensely personal, often harrowing lyrics, what more is there to say?

Going into the show, I was unsure about what to expect. Would it be entertaining? Completely depressing? I'd gotten the strong impression from Xiu Xiu's albums that this band wasn't much concerned about having a good time. To me, it seemed the musical relationship was this: Jamie Stewart will make intensely personal, disturbing, unconventional music to vent his internal agony, and if a listener wants to visit this sad-core musical landscape they are welcome to at their own risk.

But Thursday's show revised that perspective. Saving the best for last, Xiu Xiu ended with the poppy "I Luv the Valley OH!" I realized that the band had captivated not only myself but also a smallish group of devotees, who were huddled around the stage, through their music and charisma alone--no stage antics or witty between-song banter required.

I e-mailed a music-savvy friend after the show to tell him how great I thought the band sounded live. His response took me by surprise. He replied: "The thing is, I hate Xiu Xiu. I mean, hate. Because that show absolutely ruled. I am now a convert. That was a fantastic show by a fantastic band." I couldn't have said it better myself.