Of all the actors with bands (Jared Leto, Adrian Grenier, Jason Schwartzman) we had our money on Ed Burns to be in a pretty rockin' one. He recently played The Delancey with his band The Blue Jackets, and you can watch one of their songs from that night right here:
Maybe it was just an off night.
The band also has a very New York video for "Way Back Home", which can be seen here, not great - but better than 30 Seconds to Mars. The songs come across better when set to film (The Groomsmen) then when performed live. Next show is in Ireland, but we bet they'll be back home in no time.