I have four of their records, and some of the stuff is catchy and really hard to get out of your head, but you don't really want to listen to it a whole lot. BNS is really something you have to see live, really. It's performance art. His stage presence is something like Crispin Glover channeled through Frank Zappa.
Basically you just drink vodka and giggle like a schoolgirl for a good hour or so.