I feel this episode was one of the best in the series. It is similar to ‘Crouch End’, where a stubborn husband and a suspicious wife take a road trip, and get lost along the way, and later find themselves in a strange area. While ‘Crouch End’ set a more dark and eerie atmosphere by using dark lighting and supernatural creatures, I feel that "you know they have a hell of a band" was better, because it created the same suspenseful atmosphere like "Crouch End", but by using bright colors and celebrity look-alikes, instead of using ghostly cats or spider like monsters (from Crouch End).
Even though I loved this episode, I personally hoped that something bad would happen to Steven Weber's character Clark, since he got Mary into this whole mess.
This episode shows that you don't need a haunted house or a dark night to scare yourself. Stephen King can use a rock concert at daylight to send a chill down your spine. I only wish that they hadn't put this as the last of the series, because it is so good, I feel like watching more stories of this kind.