Not sure about here in the US, and a bit out of scene, but I remember that one video for "Wherever you will go" by the calling was probably one of the biggest videos ever in brazil, and I guess it stuck with me since its so simple, cheesy, yet one of the most memorable ones. (Cmon who doesn't remember the tattooed name and the cheating and the house and the band playing in water!?)
Personally I was also pretty engaged by linkin park music videos (points of authority and in the end were the ones in heavy rotation back then)
And as far as our scene, Best Of Me, Ok Go's treadmill one, blink's rock show, sic transit Gloria, and if you c Jordan just because of the sherminator.
Also important to note the list focuses on our scene, because out of context that list can look pretty embarrassing without things like Thriller, smells like teen spirit, etc.