Well, you got me to watch the whole thing, even after my first impulse to just end it. That's in your favor. The song was pretty well mixed.
Here are my impressions:
1. Too limited, going back and back to the same one performance sitting on a wall or whatever. If you can play it on one wall, you can play it on six or twelve. Same cost. You had a whole city to play with.
2. Lighting color was botched. Those halogens are grim, but a lot of the time it worked for the feel of it. Some color correction could have minimized the saturation problems from the street lights, and the variations they have from one another in various angles.
3. All the int. lighting you can control should have been better quality light, instead of whatever incandescents were around.
4. Shaky cam ... sucks.
5. Might have crossed the line at the climax, better with a little less emotionalism.
6. Where's the rest of the band?
7. Why start with a cigarette?
8. The girl in the cafe, her cuts were repetitious, didn't go anywhere for most of the song.
9. 1980s posterized color effects. Just no.
10. Possibly get around the color issues by just converting to black and white.
11. More careful shot planning, tripod, jib if available.
12. A few more key images, so you don't have to repeat.