First see what kind of music video you want, it also depends on your mood, if you are all happy and full of joy, you can't make a very sad video (you can try, but usually it won't work out).
You also have to make sure the clips and the song are well syncronized, so no "lets slap this clip on this part of the song and hope it works", because it would look pretty stupid if goku is simply eating and you are hearing "DU HAST!!" from rammstein or something.
Try not to over do special FX like the "fade from clip 1 to clip 2", and such, I have seen vids who used those things like, 10 times in a row and it looked really bad.
And... have patience, making a vid can be tricky, and can take from 2 hours to a few days if not weeks, depending on how well you want to make it and if you can find any good clips or not, sometimes you can't find a good clip at all!
D: so you might wanna use fraps, there's a shareware version of that on the internet, allows you to make screenies and 30 seconds long clips of the video.
Also very important, is that you have to choose between a story-AMV, or a tribute-AMV, story ones allways tell you the story about something about the series, and tributes are usually random, but the best clips of that character or the entire series, still, don't randomly slap clips in the vid D:
Good luck with it.