Radiohead did play the Penny Theatre in Jan 1993, I promoted it, it was the last ever Expos night. It was their first ever sell out gig outside of London or Oxford and was rammed to the rafters (we had over 300 people in there). They covered Rhinestone Cowboy as an encore, which I believe they used to do early on but hadnt done for years (and as far as I am aware) havent done since. I have a tape of the gig recorded from the mixing desk.
Bands who also played the Penny included The Cranberries, Jamiroquai, Skunk Anansie, Supergrass, Bluetones, Ash, Dodgy. We narrowly missed out on Elastica, Oasis and Belly either through short sightedness or bad luck.
This is part of my site The Folkestone Gerald that I built in a fury of enthusiasm when we first came to Folkestone in approximately '04. I'd been a frequent visitor for a few years before that but I am technically one of those DFLs you get now. The site was updated more frequently with a calendar of events and voting for favourite places and stuff, and I know it was a useful resource for those who were moving to the area. Now I've moved out of Folkestone again (though only a couple of miles) it doesn't get as much love as it used to. Ironic really as The town is now becoming the exciting place we always thought it was about to become. My name is not Gerald by the way, this comes from a pretend newspaper in an episode of The Day Today or something, the Portsmouth Gerald, and how there is a local paper here called the Folkestone Herald. Puns like this are GRATE aren't they? Do get in touch if you have something to contribute, email anythign @ this domain, or try @folkestone or @pauly on Twitter.