I have all three - my [url="http://www.facebook.com/michaelthebass"]personal page[/url], [url="http://www.facebook.com/groups/nebassbin/"]a group[/url] (for a bass discussion group) and band pages [url="http://www.facebook.com/Lindisfarne"]one[/url], [url="http://www.facebook.com/thecaffreys"]two[/url] and [url="http://www.facebook.com/rosieandthehips"]three[/url].
The key difference that I can see between group and page is - with a page, you can post[i] as[/i] the page, creating a persona for your band.
I prefer it this way...