Swimmers and self-propelled particles are physical models for the collective behavior and motility of a wide variety of living systems, such as bacteria colonies, bird flocks, and fish schools. Such artificial active materials are amenable to physical models which reveal the microscopic mechanisms underlying the collective behavior. Here we study colloids in a dc electric field. Our quasi-two-dimensional system of electrically driven particles exhibits a rich and exotic phase behavior exhibiting passive crystallites, motile crystallites, an active gas, and banding. Amongst these are two mesophases, reminiscent of systems with competing interactions. At low field strengths activity suppresses demixing, leading to motile crystallites. Meanwhile, at high field strengths, activity drives partial demixing to traveling bands. We parametrize a particulate simulation model which reproduces the experimentally observed phases.