A few directed by Ritchie Cunningham, he often collaborates with Aphex Twin and Björk.

Prodigy's "Smack my bitch up" That video just had excellent camera work and a surprise twist at the end.

Pretty much all videos of Daft Punk's "Discovery" Album.

Jamiroquai "Virtual Insanity" Simple setup, but great execution.

A few from Peter Gabriel come to mind as well.