NIN and Radiohead are two of my favorite bands - they are only technically indie because they have ditched their record companies that were screwing them over and they are successful enough to take the risk. As for the mood of the music it has nothing to do with being independent or signed, that's just a business distinction. Independent bands are a subset of any major genre such as rock, rap, techno, industrial, metal, country, jazz, classical, etc... There's a wide subset within rock, not all of it is mopey.
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