These are what we call the 'YMMV items.' Things that some people find in this work. We call them 'your mileage might vary' because not everyone sees these things in the same way. This starts discussions in the trope lists, a thing we don't want. Please use the discussion page if you'd like to discuss any of these items.
Ho Yay: The video for "Glory Box" features double ho yay - men being affectionate to each other - but the men are all women in drag. EVERYONE in the video is in drag.
Signature Song: It's either "Glory Box" (the band's big UK hit) or "Sour Times" (the band's big US rock radio hit), both from Dummy.
Tear Jerker: "Roads". It's probably the violins. Also the band allowed it to be used for a video relating to Sophie Lancaster's death, which doesn't exactly make it seem any more cheerful. (Sophie Lancaster being a girl who was beaten to death for being dressed as a goth.)
The Woobie: Beth Gibbons. Whenever you see her sing her face is CONTORTED with sadness, so much so that she looks like one of those greek tragedy masks. It's hard not to feel sorry for Beth, even if you don't know precisely what the reason for her prolonged pain IS.