My all-time favourite band must be Babylon Whores who probably has never heard of - anyway, the best term to describe their music is a term coined by themselves, death rock - combining weird attitude and occult lyrics (not in the common metal sense, though).
Close contestants might be swedish Tiamat and Entombed.
But to be honest, I don't usually let the genre limits and "favourite bands" chain me too much. The aforementioned are just some that really stand out of the crowd, so to say.