There are some seriously bad issues with setting up RockBand. If you want to continue with your band apparently you have to plug in the exact same instruments into the same USB ports you original had them. Each instrument has to be assigned to the same xbox live profile. Get even one thing wrong and RockBand will not let you play your saved game.
You even have to make sure all the instruments are plugged in BEFORE you turn on the 360. If you turn on your 360 with just one or two plugged in then later plug the rest in the 360 may assign the instruments to different players. In other words player 1 might be the drums instead of the mic even if you assign the drums and the mic to the correct profiles RockBand will refuse to let you play.
It's EXTREMELY FRUSTRATING. I've probably spent more than 45 minutes at different times just trying to get RockBand to let me continue with my band. How they were able to ship like this is beyond me. I can only guess that the testers always left everything setup the same and so they never ran into these problems.
Anyway, if you have a Rhapsody account here's a playlist with most of the songs from Rock Band.