For me it will always be A-Ha's "Take On Me", though basically any of OK Go's videos also deserve consideration for sheer creativity.

Jamiroquai - Virtual Insanity

Don't really have a fave but here are some I enjoy:

Muse - Knights of Cydonia

C2C - Delta

Miike Snow - My Trigger

Childish Gambino - This is America

Michael Jackson - Thriller

Phil Collins Peter Gabriel, Sledgehammer

Whoops

The Wall, obviously.

Alright, that's probably cheating, so let's go with Colorblind by Elliot The Bull

Or literally anything by OK GO.

Edit: Scratch all of the above, it's Weapon of Choice by Fatboy Slim.

Aphex Twin - Windowlicker

Smack My Bitch Up - Prodigy (the full, uncensored version)

And why is it Windowlicker?

https://youtu.be/Gn8w2kqE_IY?si=k0sJCkZux2T1OxcR

Hot Chip - I Feel Better

Amazing song and the video is just wild. Boy band lead singer blasting people with mouth lasers

DJ Snake, Lil Jon - Turn Down for What

Thriller -Michael Jackson.

Uncontacted tribes in the Amazon know how to do the Thriller dance.

C'mon. It's fucking October. It has to be Thriller.

Weezer - Pork and Beans

When it first came out it was a distillation of a bunch of cool stuff on this Youtube thing. Now it's a time capsule of nostalgia for a time when creativity ruled. Plus it's one of my favorite Weezer songs.

I think most of their music videos are pretty good, but I've always liked this one the most I think.

Electric Callboy - We Got The Moves

Sports - Viagra Boys

I heard this on the radio at work near when it released and I laughed so hard that I had to walk into the back. Completely forgot about it then found it organically youtube a few years ago and had the same reaction. Is it the best? Well, no. But it is a unique experience.

Agreed with others that there is no “best.”

That said, Sledgehammer by Peter Gabriel was incredibly inventive: https://youtu.be/OJWJE0x7T4Q?is=KD8iB_CjSs2-PII-

As was Jamiroquai-Virtual Insanity: https://youtu.be/4JkIs37a2JE?is=ATzpLv2HAtLVNBiW

And I can’t find it but the original video for Shadrach by the Beastie Boys took a live performance film and then rotoscoped it with impressionistic (expressionistic? I’m not an art historian) brush strokes that somehow just fit the music.

Personally, most of the stand-outs that come to mind are all OK Go music videos, since they still incorporate the music, but also feature videos that are creative and engaging in their own right. Of theirs' I'd say I Won't Let You Down is the best, but I personally prefer Obsession.

Metallica - One

Let's see, there was that Meatloaf video where he was dressed up as like a lion man or something.

That one was pretty cool.

And of course there's Thriller, which is probably legitimately the correct answer.

The Chemical Brothers - Let Forever Be

Foo Fighters - Learn to Fly

I know OP and multiple commenters already said OkGo, but these songs/videos have been a micro obsession of mine the past week and I can't pass up the chance to share them

https://youtube.com/watch?v=MejbOFk7H6c

For this one, the entire song is played via percussive methods by driving a car on a prepared track with improvised instruments. Damian, the lead singer, had to learn stunt driving to drive the car at specific speeds for different parts of the track. They calculated the spacing of instruments over the distance as well as how much time it would take to maneuver to different parts of the course and the speeds necessary to maintain the correct beats per minute. They used over 280 guitars and 55 pianos, and modified the car with audio equipment and levers to control what mallets were extended. The song ends up sounding rough, frustrated, desperate and pained which is perfect for the lyrics, and IMO better than the studio version.

The other one is Upside Down and Inside Out. The song alone is not my cup of tea, and yet with this video it's really incredible. They recorded the video in 27 second increments of parabolic flight to make the whole thing happen while they're weightless. In the times between takes, they had to endure 30 seconds of 2x gravity and then wait 5-10 minutes to climb again. The sequences are edited together, so if any of them didn't make it back to their marks in time the take wasn't usable. They spent two weeks messing around experimenting with choreography and props, and one week filming.

https://youtube.com/watch?v=LWGJA9i18Co

They do making of's on a lot of their videos, and it's truly incredible the amount of time and planning and preparation and ambition they have for them.

Rush - The Big Money

This song was surprisingly wholesome:

The Northern Boys - Give It to Me

Birth of crabcore, baby!

Attack Attack - Stick Stickly

De Staat - Witch doctor

• The video clip allways weirds me out but I'll never stop watching when it's on.

Fatboy Slim - Weapon of choice

• Christopher Walken kills it.

The prodigy - Smack my removed up

• child sentiment. Love the POV style.

Aphex twin also gets a solid place in my heart. Love all of their videos

Window Licker

Come to daddy

Porter Robinson and Madeon - Shelter

Blackshape- ITIIITIATIIHYLIHYL

Video killed the radio star.

Virtual insanity top #1 all time for me

Ok go had some cool ones

Doja cat had some good ones too

Disturbed - Land of Confusion

Genesis - Land of Confusion

“I'm really happy for you, I'mma let you finish, but Beyoncé had one of the best videos of all time!"

If you haven't played this video game music video, this might be one of the more creative ones out there.

Pup - Old Wounds

This one. I'm not saying another word. You have to see it for yourself. SFW visuals, but one instance of strong language.

Waaaaaaaay too broad of a question, worth at least narrowing it down by genre

Classical Gas

Best, no. Interesting, yes. PDG for 1968

Zebraheads cover of Girlfriend by Avril Lavine. https://www.youtube.com/watch?v=V6LLSgyd7Cw

Marcia Baïla

Song by Les Rita Mitsouko ‧ 1984

Probably Mind Playing Tricks on Me by the Geto Boys. I wasn’t even into hip hop music at the time but I remember being very affected by this poignant story of a man descending into paranoia as he struggled to keep up gangster appearances. It was unusual for a video of that era to show so much vulnerability, and the twist ending was wild.

Darude sandstorm

Pendulum - Slam

Just saying. Theres no real laws against this. Nobody will actually stop you.

slave 4 u - Britney Spears

Linkin Park - Pts of arthty is wild!

Björk - All is full of Love is also something else.

The Presidents of the United States of America - Peaches

Gosh, there are so many.

If I had a while to think about it I'd probably pick one that is deeply moving, profound, have great effects or animation, but off the top of my head there are only recent ones that make me laugh.

Wild Child by the Black Keys

Party Rock Anthem by LMFAO

Nobody Speak by DJ Shadow and Run the Jewels It's the video that makes this so good.

Cocaine Country Dancing by Paul Cauthen The cinematography on this one is fantastic

Baby's On Fire by Die Antwoord It's too bad they turned out to be real scumbags. Their visual aesthetics were on another world

Punk Rock Loser by The Viagra Boys

Honorable mention, all of Dirt Nasty's vids are funny as fuck. Juvenile, and they all seem like genuinely terrible people, yes. Still funny. Warning, absolutely not for the faint of heart.

The masterpiece:

1980

We Are Farmers

Hydrocodone

Swerve You can tell they blew the budget on drugs cause the whole thing is sock puppets 🤣

Arrogant American Freestyle Threw this one in cause it's an impressive barrage of word salad improv

Aside from just funny there are bands that constantly put out great videos.

Cage the Elephant's works are visual masterpieces.

So are Alt-J

21 Pilots had a great concept album.

I could go on forever because this question is so broad but I'll toss this last one out, something a little different, for since it's almost Halloween:

This Is How Villains Are Made by Madalen Duke

Everlong by the Foo Fighters. Sid and Nancy meet evil dead directed by Michele Gandry.

Robbie Williams - Rock DJ

C2C - Delta

Depeche Mode - Wrong

Not going for best, but most and/or something: Young Thug - Wyclef Jean.

I haven’t seen Fatboy Slim - Weapon of Choice mentioned yet, so I’ll vote for that. I’m sure I can think of better ones but that’s what came to mind first when I read the question.

Oh this one is cool too: Animals As Leaders - Monomyth. I love how thr dancers were able choreograph over odd time signatures.

Oh shit I finally remembered what the best one is! Igorrr - Very Noise. Best plot twist at 1:41.

Bastards if Young by The Replacements

Just a dude listening to the song on his stereo

Pearl Jam - Jeremy https://m.youtube.com/watch?v=JNZezhUkOSk&source_ve_path=MTE3NjA&embeds_referring_euri=https%3A%2F%2Fwww.rollingstone.com%2F

Just because no one has mentioned it yet, and regardless of what you think of Coldplay's music, I always thought the music video for The Scientist was impressive. Chris Martin had to learn to sing the song in reverse for the filming of it.

All of Little Big’s videos. Here is Hypnodancer

Rammstein - Sonne. I think it's amusing.

One Direction Night Changes, Steal My Girl, History Starry Night by Ren Baby, Sorry, Eenie Meenie, Beauty and a Beat by Justin Bieber MJ Smooth Criminal, Black or White, Earth, Beat It Katy Perry Last Friday Night Boulevard of Broken Dreams, Dirty Little Secret (and another song in which there was a lady in red paint by The All American Rejects) Dusk Till Dawn, The Nights, Nights That We Needed by DWLLRS and many more