I'm not sure about the weather where you live right now, but I would recommend something Industrial and gritty, or something totally scenic/country. If you have fields of corn or some other crop you could do something interesting with that, or if you know where there are some old twisted cool looking trees that would be something to consider.
It can depend on what type of band they are, you know? The derelict, industrial, gritty thing can be cool, but not necessarily if they are a country band, just like a hard rock band probably won't work posed around a John Deere tractor. :-) I know you said they are rock, but still, what genre? Classic, hard, metal, punk, etc?
What I would do, if you havn't already done so, is sit and talk with the band before the shoot, and ask them what kind of looks they want. How do they want their band portrayed? Do they have any ideas? (they might have some good thoughts and make your job easier). Also, discuss any ideas or thoughts that you have. They may really like, OR dislike some of your thinking, so you can concentrate on what they want, and possibly not waste time on what they may not.
Meeting before hand will also give you all a chance to 'get to know' each other, and could spark some good ideas, and you will all be on the same page and can greatly facilitate the shoot. Gives you a chance also to let them know what to expect, how you shoot, etc. and can put them, and you, at ease. You can also find out kind of what they expect from you.
The gritty stuff can be cool, but do they want to do what everyone is doing, or do they want something 'unique', or different?
A while back, I was in a band and we did a photo shoot. A couple of things we did- we took these small stairs (outdoors) and put them going up to a blank, solid wall, then posed on and around them. Then, shots we actually used quite a bit for flyers and such, we took a couch, and put it out in the middle of the road, on the white lines, and then did various poses on and around it. We even had a shot of us carrying the couch down the middle of the road.
My favorite shoot with a band, was my own band. There was 7 of us, all different ages, styles, We went to a wood and got some lovely perspective shots of the band down long alleys between trees. Also We ended up climbing up a tree and having the photos taken from below.
Ill come back later on and post more details and photos, have to run as im late for a lecture!
