Hands down, I think the best science fiction music videos I've seen are those of Daft Punk's Discovery album (released March 13, 2001). They presented their album to anime creater Leiji Matsumoto, and each track was made into an episode for the movie Interstella 5555: The 5tory of the 5ecret 5tar 5ystem (released Dec. 1, 2003).
The film doesn't have any dialogue but rather tells a story of blue humanoid alien musicians who are kidnapped, taken to Earth and made to look like humans. Their memories are rewritten, and they are made into a hit band on Earth called The Crescendolls. One of their kind later saves them from the human captors but dies in the process. Eventually, the world finds out that the band members are aliens and help them to return to their homeworld.
Below are the videos for the song "Aerodynamic" (it's the second episode) and "Harder, Better, Faster, Stronger" (the fourth episode). I also added a remix of "Aerodynamic" by Portis Hershey, which contains video footage from the rescue scene of the movie (which originally has the song "Superheroes," the seventh episode).
Daft Punk sampled several older songs by other artists to make tracks on the album. For instance, Edwin Birdsong's "Cola Bottle Baby" was sampled for "Harder, Better, Faster, Stronger," and, likewise, Daft Punk's version was sampled for Kanye West's song "Stronger" from the album Graduation. More recently, Daft Punk created the soundtrack to the movie Tron: Legacy.
Here is "Aerodynamic":
Here is "Harder, Better, Faster, Stronger":
Here is a remix of "Aerodynamic" by Portis Hershey: