I got into NIN late in the game. I knew them in an outsider sense from Downward Spiral era on (my brother, now an upwardly mobile yuppie, had bought the record, but upon it's release in '94). But the first show time I saw really HEARD their music, with the attention of all my being, was seeing them live at Coachella 2005. I remember thinking how the band around him seemed like some kind of evil gothic beings, and how....theatrical, for lack of a better word, it felt. I was used to no-frills, "we are the audience" punk shows. So seeing that show made me want to finally pop in the Downward Spiral DE I had been given for Christmas.
From the opening "uh.....UNGH!!!! *whip crack* AAAHHH!!", I was hooked.