It seems like the "creative" music video died for good after 1993. Alot of them used to have opening sequences that related to the storyline in some way. Which ones do you like or remember the most? I'd say:

-Phil Collins' "Don't Lose My Number" - the prospective video shoot guy visiting Phil in his office
-Michael Jackson's "Black or White" - Macaulay Culkin's character becoming a "rock star" after his dad gets annoyed with him, eventually blasting him out of the house on his chair, into the desert with Michael. ;D
-Huey Lewis' "Power of Love" - psuedo BTTF intro with Doc and the DeLorean outside the club
-Paula Abdul's "Rush Rush" - Rebel Without a Cause setup, with both Keanu's and Paula's characters confiding in a respective friend about the trouble between her and her father
-David Lee Roth's "Just a Gigolo" - Roth imagining what he himself would be like in the role of a video.
-Tom Petty's "You Got Lucky" - the band stumbling on the c. 1982 time capsule out on the side of the road.

Art of Noise w/ Duane Eddy - Peter Gunn.  The bumbling detective who thinks to himself in classic detective style, while he rolls the quarter off his knuckles