Dir en Grey is a Japanese "J-rock" band that consists of Kyo (vocals), Die (guitar), Kaoru (guitar), Toshiya (bass) and Shinya (drums).
They are a somewhat intense band, with some violent or sad lyrics (not that it matters, unless you know Japanese) and heavy music. The vocals can be compared to Marilyn Manson, except they are in Japanese. The style of music varies, and some people may strongly dislike one album and love another.
For example, let's take one of their most popular albums: "Gauze". Generally this album contains fast songs, and ones that have a changing rhythm, where the vocals are well mixed with the instruments. This album is for people who prefer listening to faster and more versatile music. There is also some impressive guitar playing, and unique synthesizers, which are very prominent in the song "Raison d'etre".
Now let's take another album, "Macabre". As you may deduct by the title, this album is more morbid and has slower songs. The instrumentals are not as impressive, and the songs keep the same rhythm. Arguably, the lyrics contain "deeper" content, but that is a matter of opinion. And, obviously, it doesn't make much of a difference unless you happen to understand Japanese (if you can't tell, I prefer Gauze). Admittedly, this album has some great songs as well. For example, Hydra, which is classifiable as "goth-techno" and contains a heavy beat with many synthesizers and repetitive vocals. Also the song "Raspberry". That particular song doesn't have a very impressive use of instruments, but the lyrics are somewhat intriguing (my understanding is that they deal with a child going berserk and killing her abusive parents, or something along the lines of that).
I have only overviewed two of their most popular albums, and I'm sure they have others that have their own style. If you are a fan of any heavy metal, ska, or gothic music, it would be well worth your time to hear some of their songs.