1. Their music is excellent and consistent. Dave Matthews is one of the best songwriters of this generation.
2. They constantly make concerts exciting by playing completely different versions of their songs live, with emphasis on improvisation. People go to DMB concerts two nights in row because they never know what they're going to get. They won't get a repeat show- they'll get something completely different, often times. I don't know many other bands who have fans that would go to a concert two nights in a row.
3. They also seem to genuinely love touring / performing. They give up a lot to be on the road that often, and I don't think its money or fame they're chasing.