Well, I'm in a good mood because my holiday started today (which explains why I'm still awake at 3.30am in the morning) and after a discussion with a friend about music videos of the 00s, I feel like posting some of my favourite videos of the decade (or at least 4 videos I recall liking very much). This is just a random post and I don't expect a response, but feel free to add videos if you want to.
Not to be a pedantic, but the Arcade Fire video you linked, while very well done is an unofficial video.
Back a couple years ago I posted a thread about my favorite music videos of all time. Here are the ones from the 2000's, plus some other gems (in no particular order).
Pyramid Song- Radiohead
Star Guitar- The Chemical Brothers
Frontier Psychologist- The Avalanches
Hard to Explain- The Strokes
Blue Orchid- The White Stripes
Knives Out- Radiohead
Sunset (Bird of Prey)- Fatboy Slim
Fell in Love With a Girl- The White Stripes
The Scientist- Coldplay
Hurt- Johnny Cash
Weapon of Choice- Fatboy Slim