Following on from the Quay Bros idea, some of Jan Svankmajer's animations would be great too.
And maybe I'm getting ahead of myself here but if you really want to blow some minds, the Poet in the Prince's Court sequence from Paradjanov's Colour of Pomegranates.
https://www.youtube.com/watch?v=3WjTjGaUM10
Fucking hell, you play in front of that I might have to jump on a plane and come to the gig!
And has anyone mentioned Tarkovsky yet?
https://www.youtube.com/watch?v=dNiVFCWMrqI