The Perfect Kiss is the perfect music video. Just the best dance band straight-up playing their hearts out live in a practice space.
Director Jonathan Demme is no stranger to good music. The Talking Heads feature Stop Making Sense(1984) is highly regarded and remains a classic. In scenes from his most recognized movie, the Silence of the Lambs, Buffalo Bill listens to songs by the Fall, Colin Newman (of Wire), and most notably does the 'peepy' dance to "Goodbye Horses". There's even a Gang of Four song in his 2004 remake of the Manchurian Candidate.
Demme also filmed Neil Young: Heart of Gold(2006) which is a great sounding show performed in Nashville. His previous inclusion of the Neil Young (similarly titled song) at the end of Philadelphia(1993) pulls at my heart-strings every damn time.