Also slightly off-topic, since this was a modern dance performance, not ballet. But you did bring up Radiohead....
Merce Cunningham did a performance last year with live music by Radiohead and Sigur Ros. Tickets were nearly impossible to get. There is a thread about it here, with links to some reviews: http://balletalert.com/forum/index.php?showtopic=13998
I think you will find more modern dance companies using different kinds of music than ballet companies. This is probably for several reasons - tradition, smaller productions, more push to innovate rather than recreate. However, the line between contemporary ballet and modern dance is not always clear.
Advertisements don't always include what music will be used in a performance, you only find out afterwards in the reviews. Maybe some marketing could be done to target the music audience?
Awhile back the Joffrey Ballet did an evening of dances to music by Prince, called Billboards. Boris Eifman used music by the Future Sound of London in one of his ballets. These are just the first examples that come to mind, of contemporary music that I like used in ballets.