No, and I've been searching for a while.
Best bet to get any kind of collection of them is to buy the 'Enhanced' or 'Special Edition' or whatnot DVDs off Amazon - they usually come with decent quality Quicktime or MPG videos. Using the 'New and Used' links to buy from third-party vendors actually works pretty well - you still pay to Amazon, and can get them pretty cheap.
Anyway, to 'download'? Naw, nothing I've found. Some artists will host their videos on their sites, but they don't tend to be any better than Yahoo's 'Launch', MTV.com, Rollingstone.com, or VH1.com quality.
EDIT: You may also want to go through your CD collection from the last couples years. You may be surprised how many CDs already have music videos ON them already.
EDIT #2: A lot of the more popular artists will put out compilation DVDs of their music videos. These - when you can find them - are pretty cool, as they usually have 5.1 soundtracks, are DVD-quality video, and the like.