Wow been so long since i heard Goodbye blue sky, such a good song. When i was 13 that video struck me more as trippy but looking at it older you see right away the post-/apocalyptic scifi vibe to it.
Still watching some of your links, enjoyed the Gorillaz ones and Royskopp space invader one.
J.G. Thirwell AKA Foetus does some great industrial-ish music often with lots of horns and the video for his songs are usually interesting too.
Foetus - The need machine
http://www.youtube.com/watch?v=HBCYJWHeuzs
Foetus - Here comes the rain
http://www.youtube.com/watch?v=CO6AQCJBvgA
Foetus - Verklemmt
http://www.youtube.com/watch?v=MlLDeqGIl5c