Dream Theater is one of the most actively bootlegged bands in the progressive metal genre. Since their very first gigs in New York as Majesty, fans have recorded almost every single show that Dream Theater have played .... Portnoy is definitely the most pro-bootlegging member, since he was an avid collector of many bootlegs in his younger days and keeps his own personal archive of Dream Theater material in his basement.
(Read more: http://en.wikipedia.org/wiki/Dream_Theater )

Mike Portnoy (Dream Theater) on an interviews with EarPlugs Required:
ER: but they weren't. What's your official opinion on MP3s?
Mike: I'm a big trading and bootleg fan and supporter so I love trading stuff and bootlegs and MP3's. I'm a big fan of that so I'd be a hypocrite to not support it when it applies to my own music. I think with a band like ours, I don't think it's that big of a deal. I think our fans are going to buy everything we put out anyway. I think it's bad for bands that are one hit wonders that have just one song that is popular on the radio because then somebody can just download it onto a cd themselves but I don't think that's endangering a band like ours. We're all about the full album. Our fans love the packaging; they want to buy everything they can get their hands on whether it be real releases or bootlegs.
(Quoted from: http://www.earplugsrequired.com/bands/dreamtheater/dreamtheatermike.html )

Michael Weikath (Helloween) on an interview during massive world tour:
Question: What're your views on bootlegs?
Michael: I don't mind fans dealing with bootlegs as long as they buy my other products. I also have some bootlegs and I usually sign them after a show when people bring them to me. The bootleggers usually make a lot of money and have a good life off of other people's efforts, but there's not so much you can do about it.
(Quoted from: http://www.ram.org/music/articles/weikathinterview.html )

Katon W. DePena (legendary Hirax vocalist): “…Obviously with it being real Metal, it’s a little harder to get real distribution and stuff like that, but it doesn’t really worry me because the people that buy our records are going to find them no matter what (laughs). They’ll trade and they’ll bootleg if the have to. Even that stuff doesn’t bother us because we came up at a time when tape trading as huge and those were bootlegs, ya know? …Bootlegs have never hurt Hirax. If people have to do that to get heir hands on our music, then so be it. If they can find the official releases, that’s good too because they get lyrics and the whole package.”
(Quoted from: http://www.blasting-zone.com/hiraxright2.htm )

Lars Ulrich (Drummer Of Metallica): Well, 1st of all, you have to remember that you're talking to somebody who advocates bootlegging, who has always been pro-bootlegging. We have always let fans tape our shows, we've always had a thing for bootlegging live materials, for special appearances, for that type of stuff. Knock yourselves out, bootleg the fuck out of it, we don't give.
(Quoted from: http://slashdot.org/interviews/00/05/26/1251220.shtml )

Steve Harris (Iron Maiden) has on this subject yet again a very positive attitude:
Question: "What do you think about bootlegs?"
Steve: "I have some... I collect them."
(Quoted from: http://www.maidenfans.com/imc/?url=rants/rant14&lang=eng&link=features )

"Metallica encourages fans to record bootlegs of its concerts"
(Quoted from: http://thepost.baker.ohiou.edu/archives3/may00/050400/news5.html#story )

WE have always and will always continue to condone allowing people to record our concerts, to freely trade live concerts, interview. This is not what it is about, it's about the master recording that we have recorded and written and clearly own. We are not going after Napster for anything that relates to Metallica bootlegs, it's about Metallica Master studio recordings as they appear on our studio records. - Lars Ulrich
(Quoted from: http://www.chime.com/about/press/metallica/000503.html )

Mark of Death Angel on an interview with Russian Darkside e-Zine:
Do you think bootlegs can help the band get more fans in this very case?
Mark: I think bootlegs are great! (cracks)
Have you heard any bootlegs of Death Angel?
Mark: Yeah, I've heard a bootleg of one of our San Francisco shows, that's wonderful.
(Quoted from: http://www.darkside.ru/interviews/?p=deathangel-eng  & http://www.deathangel.com/news/040503.cfm )

I really don't think it affects anyone...I mean, you know that there's really a lot of people into this shit, and no-one's gonna tell me the people who collect bootlegs are not gonna buy the new Metallica album when it comes out on the proper label. The people are die-hard fanatics who collect all this shit and, if anything, I think it makes the whole situation better.
- Lars Ulrich on the topic of bootleegs (Quoted from: http://shredded37.tripod.com/main.htm )

More bands allow bootleg recording:
A lot of bands (too many to list here) allow you to tape their shows (often with certain restrictions). These bands include The Grateful Dead, Phish, Pearl Jam, U2 and Dave Matthews Band. A constantly updated list can be found at the "Bands That Allow Taping" website at http://btat.wagnerone.com/

There are also quite a few bands that are taper-friendly, but don't have an official taping policy. This is sometimes because they don't have much of a say over what their record company does, so if their record company has a no-taping policy, they can't officially do anything about it.

More info about bootleg recording:
visit http://en.wikipedia.org/wiki/Bootleg_recording