I live in eastern Ky too and since I particularly don't live near any of the larger cities there isn't much to speak of concerning interesting local bands. Most of the ones that were any interesting are defunct or whatever. There were the Dig-Its from Huntington WV(a stones throw basically from the KY border) who were this rockabilly punk whatever you wanna call it. They were pretty alright, dunno if they're still together. Guess they are after a brief myspace search, they sound alot different than I remember though. The rockabilly aspect has diminished alot. Not as good as I remembered.
http://www.myspace.com/thedigitssuperrock
There was Syphilis Death Squad which was a death metal band. They were pretty good. The guitar player was in a wheelchair. Um, FUD was probably the best one from that Huntington crowd. They were a synth/drum rock band that had songs about two brothers fucking, robin williams jacking off in cups of tea, getting handjobs at myrtle beach, stuff like that. I saw them play, people always throw food at them, fun to see.
Um, there's this ok band from Morehead, Ky called Old One. They're like a crappier Lightning Bolt meets Sunn. Kind of interesting I guess.
http://www.myspace.com/oldonemusic
The rest are mostly like you said lame screamo/emo bands. Like Broken Shadows and a bunch of no name defunct ones. I could name a ton more, but it'd be worthless. Most of them were just kids I knew from high school and they stank and didn't really do much. My band was the only one to survive all that, but we've only done two shows and haven't expanded much on that yet.
Um, then there's a bunch of those country/bluegrass outfits. Sasha Colette is one of the more prolific ones I guess. She does alot of shows.
I dunno, there are a number of bands dinking around, but almost none of them do shows.