I don't normally like watching videos, because I like to have my own interpretation and memories of songs. Think about those old classic songs that don't have any videos. You have your 'own' memories of them. In my opinion, videos ruin music. I guess I can liken it to when someone reads a book and they say 'the movie ruined it'.
That being said...since this is a 'best of video' thread, I will name a few...
Tool - Sober > https://youtu.be/hglVqACd1C8
Marilyn Manson - The Beautiful People > https://youtu.be/Ypkv0HeUvTc
Radiohead - Creep Flash Animation > https://youtu.be/2DhXcWZ85C8