A few months ago I talked about LastTV - which is a mashup of Last.fm and YouTube. They've been doing some work lately and cleaned things up a bit (and have a new URL at www.lasttv.net). Just log in with your Last.fm account info and they will create a personalized music video channel based on artists you like (gleamed from your last.fm account).
The don't yet appear to have a way to embed that channel, but you can check out mine (via a pop-up player) here.
What you end up with is a nice mix of music videos, TV appearances (e.g. Ryan Adams performing on Letterman) and concert footage.