I'll third Stackridge - only fan club I ever actually joined.

What about

Audience (I eventually actually worked with Jeremiah Quaid ;-)
Patto
East of Eden
Pete Brown's various
Skin Alley (drummer went to my school)
Spyrogyra
Tir Na Nog
Dr Strangely Strange
King Crimson

Some of these are to found among my myspace friends.