I can't think of a more unoriginal thing for a band to do than to have a video on a stage at a concert in front of a bunch of fans. However, the more I thought about it the more I realized several bands have done and continue to do it. The 80s were notorious for it...some of the kings of it are below;
http://www.youtube.com/watch?v=7p0z1y5mg_E
(embedding now allowed on the below video)
http://www.youtube.com/watch?v=GccfzxHIXaY
What ones can you think of?
"Dancing In The Dark" by Bruce Springsteen, complete with future sitcom star at the end.
http://uk.youtube.com/watch?v=Pk8VZgJkpeg
http://www.youtube.com/watch?v=BXG0q0qesRw
Lita Ford "Falling In & Out Of Love"
http://uk.youtube.com/watch?v=vD9viOfFxZM
The video for "Atomic" by Blondie basically follows the 'Band on a stage' formula but at least has an eyecatching post-apocalypse theme.
http://uk.youtube.com/watch?v=qW6OrdLkCLU
KISS - Rise To It
http://uk.youtube.com/watch?v=WdhsBRAQAlA&feature=channel
Ozzymandias speaks: How about singing on stage at a church full of children?
http://www.youtube.com/watch?v=klCvrpy8LwU
Ozzymandias has spoken!!!
Autograph - "Dance All Night"
http://uk.youtube.com/watch?v=TxC6Ljfs96E
RATT - I Want A Woman
http://www.youtube.com/watch?v=Snyj9mvX4Tg
David Lee Roth "Just Like Paradise"
http://www.youtube.com/watch?v=pwbJ4Mrr7w0
VAN HALEN "Panama"
http://www.youtube.com/watch?v=gX2CyIH_ebE
Cinderella - "Shake Me"
http://uk.youtube.com/watch?v=SaCJRhoJ3MI
MEATLOAF "Paradise by the Dashboard Light"
http://www.youtube.com/watch?v=j0ns8t9iQck
SPINAL TAP "Big Bottom"
http://www.youtube.com/watch?v=GzsWuqNlLK4
L.A. Guns - "No Mercy"
http://uk.youtube.com/watch?v=Wbmn1b4WSGE