This 1995 music video by Radiohead is the best music video I've watched. Until a few days ago, the memories of this great video were lingering in my mind, but I was not able to recall the name of the song. Thanks to Wikipedia I have prevailed over visual "Ohrwurm". Here it is, Just by Radiohead.
My other all-time favorite is the Alexander Rutterford, video of my favorite IDM band Autechre's Gantz Graf:
Lastly I couldn't have possibly left the famous Chris Cunningham video to Aphex Twin's great song Come to Daddy: