Can anyone think of songs that mention the very bands that sing them?  There are a few.  Some of them do so, coincidentally but others are quite deliberate.  Here's my list and I'm sure you can all add to it...
Actual References:
- Lucas - Lucas With the Lid Off ('Cause it's Lucas with the lid off...)
 
- Prince - My Name Is Prince (My name is Prince and I am funky...)
 
- Wang Chung - Everybody Have Fun Tonight (Everybody have fun, tonight.  Everybody Wang Chung, tonight...)
 
- Backstreet Boys - Everybody (Rock your body right, Backstreet's back, alright...)
 
- Vanilla Ice - Ice Ice Baby (Shay with a gauge and Vanilla with a nine...)
 
Coincidental Mentionings:
- Big Country - In a Big Country (In a big country, dreams stay with you...)
 
- Talk Talk - Talk Talk (All you do to me is talk talk...)
 
- Queen - Killer Queen (She's a killer queen, gunpowder gelatine...)
 
- Human League - Human (Human, born to make mistakes...)
 
- The Who - Who are you (Who are you.  Who who, who who...)