Family Guy is not a show renowned for its music guests. While they do run big music numbers and feature famous tunes, they rarely if ever seem to actually invite the band or artiste onto the show, or if they do they are turned down. The best I can come up with at the moment is an artiste who was parodied on the show, but not voiced by the star. It's this guy:
Yeah. Marilyn Manson either wasn't interested in appearing or they never asked him, but they still used his image, whether with or without his permission I don't know. Basically though in the season five episode “Saving Private Brian”, which is mostly about Brian and Stewie accidentally signing up for military service (the idea that a baby and a dog could be accepted into the US Army, while already invoking the suspension of disbelief that MacFarlane's shows demand, perhaps says something about the eagerness of military recruiters), Chris joins a heavy metal band and starts exhibiting typical antisocial behaviour. Tracing the problem (they believe) to a poster of Manson, Peter and Lois seek him out and he agees to come back to Quahog and set Chris straight.
The portrayal of Manson as basically a down-to-earth good guy, a sort of Alice after he retired figure, is in ways something of a nod to (or theft of) the Korn idea from South Park, and to be honest it falls pretty flat on its face. If the episode were based around this alone I feel sure it would have bombed, but it's only a sideplot, and not a very good one at that. It annoys me too that Manson himself did not play the part, but that didn't seem to stop them.