A lot of what the artist is trying to convey comes through in his/her music video. Most of it is on youtube. Watching music videos on youtube with a big rig is quite rewarding, one of my rigs has a htpc and a screen in the room for the same purpose.
The audio is compressed or what not on youtube, but, worthwhile anyways. My processor salvages it to some extent.
But I agree with Jay in the video about the lack of visual stimulation. I have tried to overcome that - many times at my place we watch high quality concert videos on the big screen, DJing through tracks just like an audio session. I run the audio through my Oppo BDP-105 so the sound is quite good. I also mix in a few comedy bits and such.