Finland's demon-dressing 2006 entry, Lordi, was so popular it actually won the whole contest. At the time, it received the most points ever (alas, that record was beaten three years later). The interesting performance saw nearly everyone on stage donning demonic masks and costumes, and certainly isn't for the faint-of-heart.
The band's popularity continued long beyond the contest. When "Hard Rock Hallelujah" was later released as a single, it made it to number 25 in the UK Top 40. And when 80,000 people sang it in Helsinki's Market Square, they broke a karaoke world record. If it ain't broke, don't fix it.