Here, the trick is to use stack plots=y together with closedcycle to create the error bands.
We define a new command, \addplotwitherrorbands[<optional styles>]{<function>}{<positive error>} {<negative error>} for this spurpose.
Edit and compile if you like:\documentclass[border=5pt]{standalone}\usepackage{pgfplots}\pgfplotsset{width=7cm,compat=1.8}\tikzset{error band/.style={fill=orange},error band style/.style={error band/.append style=#1}}\newcommand{\addplotwitherrorband}[4][]{\addplot [#1, draw=none, stack plots=y, forget plot] {#2-(#3)};\addplot +[#1, draw=none, stack plots=y, error band] {(#3)+(#4)}\closedcycle;\addplot [#1, draw=none, stack plots=y, forget plot] {-(#2)-(#3)};\addplot [#1, forget plot] {#2};}\begin{document}\begin{tikzpicture}[declare function={f(\x)=rad(\x)-sin(\x);}]\begin{axis}[domain = 0:360, enlarge x limits = false,cycle list = {error band style = orange!20\\error band style = orange!40\\error band style = orange!60\\error band style = orange!80\\error band style = orange!100\\}]\pgfplotsinvokeforeach{1,0.5,0.25,0.125, 0.0625} {\addplotwitherrorband [] {f(x)}{#1}{#1}}\end{axis}\end{tikzpicture}\end{document}