Try effects>modify path>edge 3d.
This gives the desired effect

only I cannot seem to edit the color because it is unset. What does that mean and how do I correct it because
this is the way to acheive the initial letterforms on the first logo. I just need to know how to change the color to what I want. Also what exactly is taking place by using this effect? But man great call Simiralius.
@heathenx
I have been thinking about my next screencast and I was going to cover this very thing...3D text. Perhaps I'll have something soon.
Your
screencast solves the problem of the blues fest logo. Easy and simple to follow.