If you're really into videos, you've got to check out this new site called Telemusicvision. Lots of cool stuff to see and it's high quality, but the best part is it's free.
This is what they say about themselves:
"We’re good for viewers and artists alike. Our DVD quality video feed will always remain free to watch, and we work hard to encourage viewers to support independent artists. We’re here to get people excited about independent music!"