Self-Shot Music Video Example

Another example of a self-shot music video is 'Beauty And A Beat' by Justin Bieber and Nicki Minaj.
The video is set in a water park, and Justin is nearly always holding the camera.

The build-up to the music video made headlines throughout the media; what started out as just a prank between his team and the fans, turned into a viral marketing campaign for the music video and the single itself.
His management posted a tweet from Justin's account saying that his laptop had been stolen which had 3 hours of personal footage which documented the past few years of his life.
When the video was finally released, the following title screen appeared at the start:

Then, carrying on with the 'stolen laptop prank', several clips of Justin are shown; some are of him holding the camera and talking, some are of him when he was younger playing the piano, and some are on the set of the music video.

The footage of behind the scenes of the music video continues to play as the song starts; the whole thing was filmed in one continuos shot, and he just edited out the parts he didn't want.
The video was written, directed, shot, and the song sung and wrote by Justin himself, so the video is made a lot more personal to him and his fans.
Getting to write, direct, and shoot your own music video means you have a lot more artistic freedom with what you do and how you do it, and this is shown in this video.

When Justin is dancing and not holding the camera, he attaches it to a crane which is previously set up in the right position to film the next part of the video.

He then takes the camera off the crane and continues around the water park to film the rest of the video.

The camera he uses is also a underwater camera:

Justin uses a lot of different camera shots and angles throughout the video, which almost makes it more interesting to watch. 

I love this video for many reasons, one being that it is all filmed by Justin and this makes the video more personal, but also because it is all filmed on a small camera...

This makes the video seem a lot more low-profile and special, and it also makes this type of music video a lot more accessible to me as I won't have access to expensive cameras and equipment.