new Dimmu video: was not impressed.
some of the more mainstream metal/industrial/etc bands have the better videos - higher caliber of art direction, bigger budgets, etc.
NIN's videos by Mark Romanek (Closer, Perfect Drug) or David Fincher (Only)and Marilyn Manson's videos by Floria Sigsimondi (Long Hard Road Out of Hell, Beautiful People, more) are among some of the most memorable, for me. Also Adam Jones' videos for Tool. Love Stinkfist, Schism and Parabola. Sober, of course.
as far as underground metal, one of the most entertaining videos has to be Emperor's 'The Loss and Curse of Reverence;' it's just about every black metal cliche you can imagine, but it's all so earnest that you can't help but love it. A cloaked Ihsahn breathing fire, Samoth in giant Final Fantasy spiked shoulderpads, Evil Dead 2-style camera rushing through the frosty Norweigan woods... classic.