I am going to have to list three (hard to pick just one).
"Salmon Dance" - Chemical Brothers (Probably one of the more creative videos I have seen)
"Space Age Love Song" - Flock of Seagulls
"Just like Heaven" - The Cure (timeless)
edit: Ok four..."Rollarcoaster of Love" - RHCP
edit: final one.."Dancing with tears in my eyes"- Ultravox
and "Voyage Voyage" in this version
http://www.youtube.com/watch?v=hZ3NZMb34_I
and "Dominion" - Sisters of Mercy