I saw a collection of Michael Gondry's music videos at Barnes & Nobles and it inspired me to bump this one up on the list. It's perhaps the most visually interesting music videos I've ever seen. The first time I watched it, I was confused, then at halfway through, I understood, and I wanted to watch it again right away. Thank goodness for the internet, which makes these sorts of things easier!
http://www.youtube.com/watch?v=EN9auBn6Jys