Man, I knew it was going to be SO HARD to choose! So many memories flooding back watching these videos, I wish there was another option - vote all, lol.
While most of the videos bring back happy memories, and I loved just about all of them, I was actually torn the most between Monster in the Mirror and "The King and I", because those are the two earliest I remember as kid, because they're on my Big Bird's Birthday, or Let Me Eat Cake tape, and I've had that since I was baby, so they've pretty much in my life all my life.
Ultimately, I think I'll have to go with "Monster in the Mirror", simply because Grover is pwnsome (though Cookie is too), and because I rully dug that song!