The band formed in 2000 or 2001, played about 500 shows, and recorded three studio albums: Life in a Bubble (2002), The Madness Ends Here (2004), and 2007's, Creator/Destroyer (2007). There is also a live album called Waste Management which includes a different version of No Man's Land, the monstrous 17-minute track that concludes Creator/Destroyer.
Unfortunately, Matt Toledo's Athens Musician Network website, which had hundreds of pre-youtube videos of shows in Athens (including the best videos of We March) was taken down recently after a 15-year run. None of the videos that are on youtube are particularly good, although this one is okay (plus, I'm in the crowd if you look close):
Also, I made this video on my computer awhile back for one of their album tracks: