My favorite video of all time is
Wax's "Southern California" The entire video was filmed in one shot. No alternate angles or cuts of any kind. Pretty awesome. Also directed by Spike Jonze. Usually does decent videos.
Just by Radiohead was a great video as well.
Any video by Aesop Rock I'll generally enjoy. I also like Reggie and the Full effect videos.
I love Alkaline trio but don't usually care about their videos.
But the one for Help Me is great fun.
To be honest though I stopped watching videos around 1986 or so. By the time I came back to the states, MTV changed the V to mean VD apparently. Also my chief musical taste is punk rock, and while they make videos, it never really was prevalant. You just went to go see your favorite band play in a hole in the wall
OH before I totally forget, I can't believe I did, but basically ANY Faith No More video. But the main two most definitely have to be
Last Cup of Sorrow. One of my favorite bands ever doing an homage to one of my favorite movies ever: Vertigo. Whats not to like. Also I adore
Ashes to Ashes cause the video and song make it look like a bunch of prom dates got stood up so they hung out at a haunted house :x