Don't you know you're supposed to say "Pet Shop Boys" without the definite article—not "the Pet Shop Boys"?
Neil and Chris have themselves referred to "the Pet Shop Boys" on numerous occasions onstage and in interviews. Besides, I seem to recall a song titled "We're the Pet Shop Boys" (my emphasis). I know our musical heroes didn't write it, but they did cover it. Twice, no less. And if it's good enough for them, it's good enough for me.
Here's the rule I generally follow: if it "feels right" for me not to use "the," I don't. But if it doesn't "feel right," I go ahead and use it. It just seems the natural thing to do.
All text on this website aside from direct quotations (such as of lyrics and of other nonoriginal content) is copyright © 2001-2016 by Wayne Studer. All Rights Reserved. All lyrics and images are copyright © their respective dates by their respective owners. Brief quotations and small, low-resolution images are used for identification and critical commentary, thereby constituting Fair Use under U.S. copyright law. Billboard chart data are copyright © their respective dates by Nielsen Business Media, Inc.