That Robert Palmer one "Addicted to Love" was played on HUUUGE screens at the England-Ireland game at Stuttgart in the 1988 European Championships. Excellent choice as it totall diverted two sets of fans from beating seven bells out of each other.
I think this is the one that always sticks with me. The final shot is just superb. But you need to watch the whole video to get into it. Loads of others that have been mentioned have been really good though. Our very Fatboy Slim consistently makes great ones. Chemical Brothers and Prodigy also do some good ones. Radiohead as well have a few classics.