Being as it's one of my favorite anime, I definitely have some great videos to recommend.
(uses the movie) Okay, this video is demented. The song alone should have been an indication of this. That said, it will make you giggle in all the right (more like weird) ways.
(uses the OVA [aka: Episode 0]) If you want to pique someone's interest in an anime, you show them a trailer, right? Well, if you want to pique someone's interest in X, you show them this. Since it only uses the "overview" episode of X, it also serves as a great overview of it's story, animation, and general mood.
(uses the TV series) This video takes a darker look at X, and focuses less on the action and more on the mood. It is (more or less) an effect video, and very well done at that.
(uses the TV series and Tokyo Babylon) This is quite possibly my favorite X video ever - particularly as I am a huge Seishirou/Subaru fan. That said, know that this is yaoi-oriented. Still, it's more angst than anything, so even if m/m makes you squeamish, you should still check this one out. The song is uncannily perfect for the pair, and the editors capture it equally well. Just watch this. Seriously.
(uses the TV series and Tokyo Babylon) Mainly, this is just a great Subaru profile. It obviously shows his relationship with Seishirou and Hokuto, but it focuses on him as a person. If you know the song, you can understand even better why this is true.
(uses the OVA and the movie) Honestly, I'm not sure how to describe this. It's part trailer, part effect video, part action, part serious. It's a typical spin on X - with a twist. I'm sure you'll see that twist about halfway through. Anyway, this is a great video with a very good techno piece to match.
(uses the TV series) If you know the song, then you know that you should be expecting a video of dynamic contrasts. This delivers just that. It has its fair share of action and drama, but it also touches on the character relationships outside of the main trio. The imagery is just beautiful, even though it isn't at its best quality. Watch this just for the impact, if nothing else.
(uses the TV series and the movie) Well, true to its description, this is an action-oriented trailer for X. It's very well edited, and within a few brief phrases, it basically sums up the anime's main premise. If you haven't seen X, this is the place to start.
That ought to be it for X videos from me. I'm sure there are more out there that are worthy of this forum, but these are all the ones I've seen.
This is undoubtedly one of the funniest things I've seen. I discovered it in January 2004 when browsing the creator's profile (due to the VCA nomination process for that year, which a different video was eligable for). The juxtaposition is really what makes this video what it is.
This was one of the first X videos (along with the original version of Lord Rae's video to "Where" that AngryManAnime linked to) I watched, back in the first half of 2003. It's also what turned me on to X-Japan. All-around highly recommended.