I generally hate these but I do have some ones I like. No videos of bands performing, save that for another topic.
The Clash "Rock The Casbah"
A classic; the song rules and the video is hilarious (at least the little skit parts are like the drinking and hamburger parts).
Gnarls Barkley "Smiley Faces"
The best song on that record and the video is pretty clever. I love the 60's cartoon part.
Beastie Boys "Sabotage"
I really don't have to say anything about this song or video. Two kids at my high school did a great parody of this video a few years back for a video tech class but I don't have a copy. Possibly the best music video ever.
