If you don't want to sift through the link, maybe I can give you a quick "greatist hits."
Rock Bands (or close relatives) that have used a mandolin:
The Band, Led Zepplin (had a decent drummer to boot)
More recent rock bands with mandolin:
Shooglenifty (sort of celtic rock), Carbon Leaf, Flogging Molly, Dropkick Murphy, Rusted Root, Col. Bruce Hampton and The Aquarium Rescue Unit, Blue Merle, The new Dave Matthews album will feature their regular fiddle player, Boyd Tinsley playing electric mandolin.
Thats 10 bands off the top of my head. I know their are many more, such as Fairport Convention that deserve recognition. There are many other rock artists that have used a mandolin for effect or color. I will admit that I am more familiar with recent artists, but the above list will keep you (hopefully) out of trouble with the rock police (like the bluegrass police, just with 80% more tattooing and piercing).
If everyone demanded world peace instead of a new television, there would be peace. #John Lennon