Hmm, adding in the possibility of choosing a live version makes it tough... but when it comes to music videos specifically, Week End for me.
The song's about death, and I think it's brilliant how they each (well, other than Toshi) "die the way they lived" in the theme of their stage persona. Reminds me of LA Guns' One More Reason video and I suspect may have been inspired by it. Anyway, it's very X, ultra high drama and way over the top, as it should be.
I'm not crazy about the woman watching the film, I think it's pretty distracting whenever they show her, but I love the rest of the video enough that I really don't care.