Listen to a BNL song - all the way through - listen carefully so you understand all the lyrics. Every song is either brilliantly funny or heartbreakingly sad and poignant. The poignant ones are often juxtaposed against a particularly cheery hook - making their art all that more creative.
Above and beyond their music - you can't beat a live BNL show. They improvise, they are funny, they innovate on their music and they are just darn good. Going to a BNL concert always puts my husband on a "real music" diet for at least a month - after hearing stuff like that, you can't handle brainless, manufactured pop or top 40 music for quite some time - you crave "the good stuff".
Art is expressed in many ways, and as everyone says, humor is so much more difficult than drama - BNL personifies this, I think they are genius and I thank them for what they put into the world.