There is a rock band called "Seven Nations" that features highland pipes in the lineup, as well as Scottish/Cape Breton fiddle.
The "Glengharry Bhoys" out of Canada also maek ample use of highland pipes in their music (heavily influenced by Cape Breton styles).
"Clandestine" is a small band out of Texas. Their work is exceptional. Guitars, whistles, highland pipes, fiddle and bodhran.
"Silly Wizard" a defunct band out of Scotland did some great work with Scottish and Irish style folk music, punching it up nicely. You can't beat the original stuff written by Andy M. Stewart.
As for bagpipe music. Go to a Highland Festival some time. When the massed bands play, it shakes the very ground. Your heart will pound, your blood will race and your breath will catch in your throat. The New Hampshire festival at Loon Mountain was the best setting for all this. The event was held at the Loon Mountain ski area up in the Kancamagus river valley looking up into the Pemigawassett Wilderness of the White Mountains. With the leaves beginning to change around you and the sound of the pipes ringing off the hills, you begin to feel what the highlands are about. Unfortunately the fectival is being moved into the lowlands to a state fairground where there is much more space.
And bagpipes are not just a celtic instrument. They are a fairly ancient instrument family with examples being found in the mediterranean and middle east. Granted the celts travelled and raided throughout the ancient world, into Greece and the Holy Land, but it is probably as likely that they picked up the instruments during those travels as it is they left them behind.
An instrument that takes some getting used to are the uilleann pipes typically associated with Ireland. They have a distinctly different sound from the Highland pipes, but also a more expressive sound and a bit greater range. They are not well suited to military piping since they cannot really be played while marching and are not as loud, but for a good lament, nothing beats them. "The Caoineadh Cu Chulainn" by Bill Whelan, and performed by Davy Spillane is a lament for Cu Chulainn, the ancient Irish hero who died young of the treachery of Queen Maeve of Tara. It is a piercing piece of music, especially when played by a master like Spillane.
Of course your average metal head has assaulted his ears with garbage for so long that he lacks the ability to detect musical subtlety any longer...actually, he may have lost the ability to detect music any longer...Just kidding...Really.
The one problem with Highland pipe music is that it is limited to a fairly narrow tonal range, and to integrate it into music with other instruments requires that all other instruments limit themselves to the range of the pipes or else chaos ensures.