But for their newest album the Glasgow band embraced home comforts – and were rewarded with their best record yet.
The group, who play a hometown show at the O2 ABC tomorrow night, worked with the unlikely figure of Optimo DJ JD Twitch, aka Keith McIvor, on Mirror Mirror, their first album in three years.
"We were always followers of Optimo, and I think it was a suggestion made by someone at Domino [the band's record label] that he produce it, explains Adele Bethel, the group's fiery front woman.
"You sometimes forget what's on your own doorstep. If we read about this person in New York we'd think he's so cool and amazing, and I think you sometimes miss things when they're from your hometown.
"But Keith's a great guy, and we knew he really understood the band and what we were all about."
By choosing to record in Glasgow the band were able to benefit from a chilled-out studio atmosphere, something that anyone who's seen their high-intensity live gigs might find hard to picture.
But after a highly stressful recording process for their third album, 2008's This Gift, Adele believes taking it easy was required.
"We felt more relaxed being at home," she says.
"It's strange, it was like, oh, I wonder if this would work, so I'd bring in a typewriter [used on the song Ink Free] and go from there. Being in Glasgow, you weren't as aware of the clock ticking, whereas if you're away in some studio that costs a lot of money."
That was the approach the band tried on This Gift, where they worked with producer Bernard Butler. Given that the former Suede guitarist is known for being stubborn, and that the band are not exactly shy with their opinions, it's unsurprising what happened.
"It was a very strange atmosphere on the last record," says Adele.
"Bernard was very eccentric, and very much tried to create a tense atmosphere. It wasn't the greatest recording experience. There were times when you could cut the atmosphere with a knife."
Butler's fingerprints were all over This Gift, making it a less gritty affair. For Mirror Mirror, the band's edginess is back, while the songs themselves are darker than ever, an impressive feat given their history of writing about murder and other less than cheery subjects.
"I take a lot of influence from cinema and on the last record it was British cinema from the 60s, Ken Loach and kitchen-sink drama," Adele explains.
"Films a real passion of mine, so I get really obsessed by certain periods, watch everything and then move on. This time it was Italian cinema and horror in particular – stuff like Suspiria and Dario Argento's films. There's always been a darkness with us though, it wasn't a big change."
A more upbeat topic is tomorrow night's gig, and the band have already taken to their Facebook page to ask fans if they have any requests.
"We've learned over the years not to be so regimental about what we play," adds Adele.
"You don't want to turn into a live jukebox but it's nice to please people."
"The ABC is one of my favourite venues, I love it."
She's not so sure about the state of music scene in the city, though.
"It seems like a few good bands have split up recently, so it doesn't seem that active," she muses.
"Dananananaykroyd splitting up is a shame, it seemed like they'd just started to do well. It's a real shame...
"Glasvegas getting dropped was shocking. We're just happy we have our label [Domino] backing us up all the time."
l Sons and Daughters, O2 ABC, tomorrow, £11, 7pm.