Mine would have to be Thriller. Freaked me out but I powered through it every time it was on. Michael Jackson was so huge that whenever he had a new video, not only would it premiere on MTV, but many other network TV channels simultaneously. It was an event.
I always thought that the idea of Michael Jackson attempting to be Bad or a tough albeit Smooth Criminal was too far fetched, even as a child. Great music though. humanodon, you're right that nobody except maybe Prince could pull off the Jacket/Glove combo. Except maybe Allen Covert:
I remember those events. The one that sticks out to me the most is man in the mirror. Michael Jackson was a fantastic artist, an amazing showman and a brilliant marketer. He was so famous in the United States, but that pales in comparison to how famous he was elsewhere. He was truly global and this is before the Internet "connected" us all.