Actually "The Allarounds" is fairly good, especially if you want to fit in with current trends (The Vines, The Strokes, The White Stripes, etc). :)

You could probably be a little more creative though:

The Everythings
The All-Rounders
All Over the Place
We Play Everything
We Didn't Need No Style
Don't Categorise Us
Try & Classify Us
Try & Classify This
Omni
Omnistyle
The Omnistyles