The song: This song is about Doom. The main character has a voice implant that's a weapon. Walk without rhythm, and you won't attract the sandworms. Etc. The song is neat and rhythmic, but I wouldn't have fallen in love with it like I have.
The video: Thriller by Michael Jackson was important to the music industry and to music videos, but it's more like a movie novella than a music video. Weapon of Choice is an incredible video that has little to do with the song, but makes the song an incredible statement about travel and trying to break free from the monotony.
Christopher Walken plays "the business traveler". There is little more mind-numbing than business travel. You're flying to the same airport, driving the same rental car to the same hotel in the same business district, with the same fast food restaurants around you. It is practically impossible to keep it from feeling soul-crushing. Then the traveler starts dancing to the song.
Apparently, Spike Jonez and the film crew shut down an LA Marriott at 3AM to film this video, and it shows. Walken himself created much of the dance moves (he got a coreography credit), and he did practically every move in the video despite being about 57 (you can catch a stand-in on some of the roughest stunts).
And then he jumps off the balcony around 2:54. Jonez and Walken had to go to a wire harness company that specialized in green screen flying, and then they digitized the lobby of the hotel to stick Walken back into it. However, Walken really is bouncing from wall to wall in the green screen room at 2-3 stories up, and that sheer look of amazement and joy wasn't made up.
In the end, the traveller has to end the trip into the fantasy world, and return to his chair.
Walken loved doing this video so much that he considers it a highlight of his career, and tried to turn down his paycheck (his agent finally said "I need to get paid"...). Walken even went on the MTV Music Awards that year to accept the coreography award the video won.