Meinheim Steamroller is AWESOME! I would certainly not pass up a chance to see them in concert!
Also, I highly recommend Trans-Siberian Orchestra! - They do "stories" through their music; each CD comes with it's own little story book (plus words to all the songs). And the music itself is truly magnificent. It's kinda a cross between rock, blues & jazz - and if I ever get the chance to see THEM in concert - I'm goin' baby!