Yes, they did. Southern Death Cult was the original name, I beleive. Much moodier than the popular songs you can actually hear on radio.
The album Love is, IMHO, by far the best in their catalog. Not a bad song on it. Electric has some really weird stuff on it, but also some classics like Love Removal Machine and L'il Devil. Sonic Temple went in a very different direction, and Ceremony followed that same formula - much more epic songs, big 80's sound. Next came the self title CD, I think, and it had a very electronic feel, like the band was heavily influenced by Nine Inch Nails. Beyond Good and Evil went back to hard rock and was a great CD. I know nothing about their latest, though.