The Cowboy Junkies do an excellent job of talking to their fans. They send out an email newsletter that contains compelling, valuable information. It’s not just a promotion to buy their latest album. It’s that, but it also contains details of their recent travels, or plans for new CDs, etc. It’s informative without being pushy, and is obviously not written by the band’s marketing company (if they’ve got one at all)
Additionally, they always keep a tour diary. They recently played Vicar Street (which, I note with surprise, welcomes Chaka Khan on June 9) in Dublin (d’oh, I’m on the wrong continent). Before that, they suffered lost baggage in that Hell on Earth, Heathrow Airport (as you may have detected, I loathe the place).
DarrenBarefoot.com 
I’ve become *quite* the Cowboy Junkies fan, since moving up here. And lately — so many of their songs have spoken to me, and where I’m at.