Aphex Twin's video scares me, but I love the Bjork ones.
These stick out for me:
Weezer - Pork & Beans [won't make sense if you don't watch much YouTube videos.]
Foo Fighters - The Pretender
and, although I'm biased because it's my favourite song of all time:
Massive Attack - Unfinished Sympathy [and also Bittersweet Symphony by The Verve, because they did the same thing.]