Well I can't really choose between the two.
First of all, let's not compare a DJ with a rockband, that's just something different. Comparing a live-electronic act with a rockband comes much closer. But then, there is quite some difference between electronic acts too. You've got the button-pressers and you have those that really put effort in their liveshow (Underworld).
Last summer's Lowlands festival in Holland was my first real experience with rockmusic live and I have to say that it rocked

I have respect for them doing it all live, all together and put on a great show for the audience.
But still I can't really say I like a rock performance better, as my love for electronic music is just really fucking huge and if done well, also ROCKS live. And by a rocking electronic performance I DO NOT MEAN THE AUDIO BULLYS!!!! Grrrr