This video for the 90s classic 'To the Moon and Back' by Savage Garden is awesome, shot in grainy black and white and with a cyberpunk, futuristic sci-fi theme. I don't actually remember seeing this video back when the song first came out, but rediscovered it on Singstar and was impressed by the intriguing costuming and spacey quirkiness.
Another visually interesting and futuristic looking (though more minimalist) music video that caught my eye when I first saw it was the one for 'It's Not Over Yet' by the Klaxons:
who also have another conceptual and very eye-candy-for-females (and perhaps gay men) video for their song Golden Skans, which features ribbons in a way often seen in anime imagery:
http://www.youtube.com/watch?v=yYKfX6 (embedding was disabled, so you'll have to click ze link)