This might be my favorite music video of all time, at least specifically in terms of quality and production values: Madness - Night Boat to Cairo.
They've got nothing on the technical perfection of Madness, but OK Go is notable for the impressive choreography and authenticity of their music video performances: OK Go - Upside Down & Inside Out. Some, like this one, are particularly impressive for being filmed in a single take: OK Go - Here It Goes Again.
There's also, in the same vein as "of course Aha," the ones that are historically significant in terms of evolution of the medium: Video Killed the Radio Star, Thriller, Sledgehammer, Virtual Insanity, etc.