The quality of the video is awful (and quite bootleggish, I shouldn't doubt), but it's worth watching for a couple of reasons. Avenue Q won the Tony for Best Musical and, unlike many recipients of that award, actually deserved it. I've been on stage and I find it hard enough work just being able to deal with my own body. What this video will show you, albeit jerkily, is something you can't appreciate listening to the soundtrack: the skill of the performers in working with these puppets. Not only are they performing but they're performing through the puppets. And the puppets in this show that require two performers--I can't be coordinated with just me, so these folks, all of them, impress the hell out of me. Just watch how they move.
If there's any way possible for you to get to New York and see this, or catch it when it tours, make sure you do so. In the meantime, console yourself with the soundtrack. Here's the show's official site.
Update: The video's gone, but here's the song itself.
Update: For a clearer, more professional looking video of "If You Were Gay," you can check out the official site, but it's only the very end of the song and it's RealPlayer. Gack.
Update: Lovely, here's "It Sucks to Be Me" from the 2004 Tony Awards. Worthwhile just to see what happens when you say "fuck" on the Tonys:
"The Internet is For Porn." Long before it was a World of Warcraft video, it was a Broadway classic. And a Grand Truth. Again, like the first video, excuse the quality.