This is such a good band. The first song I heard by them was Clever Sleazoid and I've loved them ever since. Their live performances are really crazy and full of emotion. Kyo slices his chest and puts fish hooks through his mouth, etc...(or so I've heard).
He does fish hook his mouth (but not with a fish hook). He slices himself and cuts the insides of his cheek with safety pins.
Doesn't make it any less painful. Just probably less damaging in the long haul :P