My personal favorite is Van Halen’s “Right Now”. I have a TiVo recording of it and whenever I watch it I cannot take my eyes off it.
Paul Simon’s “You Can Call Me Al”
I came here to mention that one as a good outside contender.
Also directed by Chris Cunningham as well as Bjork’s All is full of love are
Madona : Frozen
Aphex Twin : Come to Daddy
Portishead : Only You
all of which are fantastic both technically and artistically.
Some others that I don’t think have been mentioned…
Bjork’s “Its all too Quiet”, great cinematography with infectious dancing.
Twisted Sister’s “We’re Not Gonna Take It”, goofy short-film rebel metal, still holds up well.
Bill Idol’s “Cradle of Love”, a perfect video interpretation on the lyrics and subject of the song.
Outkast’s “Hey Ya”, a concept done many times with the effects-cloned singers playing all of the intruments, but with the most creatively effective result, plus incredible performances.
Weezer’s “Buddy Holly”, simple brilliant fun with the merged Happy Days cast that makes me smile along every time I watch it.
Well, er, one that hasn’t been mentioned. Damn this 3-second goldfish memory of mine!
How about Radiohead’s “Karma Police” and “Paranoid Android”? Just epic videos.
Was that the one directed by Spike Jonze with the guy on fire?
1985 by Bowling For Soup has a pretty cool video. Love the George Michael impression.
Enjoy,
Steven
Blinded By the Lights- The Streets
Ashes to Ashes- David Bowie
Here are some of my favorites:
Digable Planets - Rebirth of Slick (Cool Like Dat) and 9th Wonder. I’ve never even stepped foot in Brooklyn but Digable Planets makes it feel like home.
Michael Jackson - Thriller. need I say more? Quite possibly the best music video of all time!
Public Enemy - Fight the Power. Just bad ass. And directed by Spike Lee!
I’ll think of more later!
The Distance by Cake?
Three personal favorites of mine as well.
I don’t think GnR’s November Rain has been mentioned yet. It really started the narrative video trend… for better or for worse.
Oh, and one of the best music videos ever made:
Iron Eagle (Yeah, the entire movie) 
I really enjoy “Da Funk” by Daft Punk, directed by Spike Jonze.
Affirmative. Never saw the Cake video.
OK, I gotta include the following in this thread:
Beastie Boys - Body Movin’
Beastie Boys - Intergalactic
Beastie Boys - Ch-Check It Out
Radiohead - Just
Radiohead - There There
R.E.M. - Losing My Religion
Dinosaur Jr. - Feel the Pain (God bless Spike Jonze – his body of work is fabulous)
Basement Jaxx - Cish Cash
Avalanches - Since I Left You
BTW, there is a DVD that contains many many many of the videos mentioned in here. Not surprisingly it is a Spike Jonze compilation: Director’s Series, Vol. 1 - The Work of Director Spike Jonze
- Wax - California (this is the one with the guy on fire)
- Beastie Boys - Sure Shot
- The Pharcyde - Drop
- The Breeders - Cannonball
- Beastie Boys - Sabotage
- Daft Punk - Da Funk
- Fatlip - What’s Up Fatlip?
- Weezer - Undone (The Sweater Song)
- Fatboy Slim - Praise You
- Dinosaur Jr. - Feel The Pain
- MC 900Ft Jesus - If I Only Had A Brain
- The Notorious B.I.G. - Sky’s The Limit
- Fatboy Slim - Weapon Of Choice
- Weezer - Buddy Holly
- The Chemical Brothers - Elektrobank
- Bjork - It’s Oh So Quiet
There is also another disc of additional features and a booklet. Good stuff.
Nobody has mentioned the best one:
Sabrina - Boys
maybe because no one has ever heard of it.
Ohhhh burn!