One of the things I love about Coachella is being blown away by a band that you didn't think much about prior to going. For me last year it was Daft Punk, I knew there stuff, thought it'd be fun to dance to, and was not prepared for their show, it was all we talked about in the ride home.
2005 it was Arcade Fire - could this band have any more energy? (and honorable mention to Gram Rabbit whose music I love, but whole rabbit ear rabbit go go dancer stage show kicked off my day with a smile)
2004 I came to see the Cure but it was Crystal Method that amazed me - I thought, how exciting could two men standing behind machinery be? - Changed my whole attitude about the Sahara tent.