I would strongly suggest the aforementioned Abney Park and Vernian Process. They are both quite good, and you should see Abney Park in concert. They have steampunk instruments and costumes, and they don't so much sing as perform.
I would also suggest you look into the Hellblinki Sextet and also the Extraordinary Contraptions. They're equally steampunk, and equally good, in my (not so) humble opinion.