I think Bruce Springsteen does good videos. Simple but effective, they do a good job af capturing the mood of the songs. Here's a couple. for both, embedding is disabled so you'll have to double click to go to the youtube page.

http://www.youtube.com/watch?v=9L9_8vwx2w8

http://www.youtube.com/watch?v=1dfKdk6d6yQ