These dont necessarily have to be your favorite, but I was just remembering some from my very early youth that I can barely remember:
Jane's Addiction: Been Caught Stealing
Tom Petty and the HB: Dont Come Around Here no More (Alice in Wonderland)
Springsteen: Born in the USA
Genesis: Land of Confusion (weirded me out)
Aerosmith and Run DMC: Walk this Way