While I think their songwriting could use a little more sophistication both musically and lyrically, there's certainly some solid musicianship there. And Shirley's got that distant, icy but sultry persona down pat, which has a certain appeal. I was aware, too, that she was a PETA supporter, which is laudable.
I thought the most interesting songs (and best video presentations) in the group you posted were Queer (I like it's tongue-in-cheek directness, and nice texture in the black and white visuals) and Bleed Like Me (good film noir visuals, and I have personal experience with the subject matter).
In the female rocker category, I'm more in the Aimee Mann, Natalie Merchant, Jane Siberry school, all of whose lyrics have more depth (to me) and generally resonate much more deeply with me.
But thanks for sharing!