I'd say my all-time favorite vid is
Wicked Game by Chris Isaak. The impeccable B&W cinematography...Helena Christensen's chipped nail polish...CLASSIC!
Not to mention that it was directed by the incomparable Herb Ritts. I absolutely LOVE(D) his videos! I was so sad when he died.
On a different (and happy) note, I'd say a (very) recent favorite would have to be (Soror) Alicia Keys' vid for
Teenage Love Affair. I love how it's a throwback/homage to the movie
School Daze. Oh, and fine-a$$ Derek Luke!!!
