I don't like most of Annie's recent stuff (and don't get me started on that new book...) but her early work featured some good rock and roll work. Look at the pictures she shot of the Rolling Stones on tour. There are some shots where she's clearly on stage with them during concerts. Some good stuff there.
That said, I'd have to throw my vote in for Jim Marshall. Definately a lunatic, and his work rocked as hard as his subjects. The fact the he used a Leica has nothing to do with it, but it doesn't hurt either. 😉