Pantera - "5 Minutes Alone"
They coated Vinnie Paul's china cymbal with gasoline and lit one of his drumsticks on fire. Then everytime he hit the cymbal it would have this quick bursting ring of fire. Badassed.
Dream Theater - "Take the Time"
During the guitar/keyboard duet the screen goes splitscreen with John Petrucci (guitar) on one side and Kevin Moore (keyboard) on the other.
Megadeth - "Sweating Bullets"
Very creative video and fairly high-budget for a metal band. Lots of overlayed shots and the multiple Mustaines on the screen at the end is a little weird and downright spooky. Their video for "Train of Consequences" was pretty badass too.
Tool - "Sober"
Need I say more? This video was incredible and way ahead of its time.
Metallica - "One"
It was always funny to see the MTV VeeJay's reaction after this video was played. They'd usually be silent for a few seconds, then say, "well, on a happier note..."
That was maybe the best dark and moody video of all time. The scenes from "Johnny get your gun" thrown in really hit hard with the music.