Link: http://www.wired.com/video/dj-deadmau5-is-a-gear-head/203906...
James Zabiela also plays his music on his iPad (Hooks up to Ableton Live)
Also, Tom Scholz (frontman of Boston) was a kick-ass MIT-trained mechanical engineer who's done a lot of hardware hacking, including a line of devices that give you smooth tube amp tone at non-eardrum-popping volume levels.
http://www.lullabot.com/about/team/jeff-robbins
I know that lots of other musicians program as well, of course, but not necessarily ostentatiously.
Now he's working on a kickstarter project, an iPad game called Thunderbeam! - check it out: http://www.kickstarter.com/projects/wileywiggins/thunderbeam...
There's also Ashton Kutcher, who said at TechCrunch disrupt that he had learned a bit of programming in college, but I'm not sure he would consider himself a programmer.