I hate to admit it right now, but the only Michael Jackson song that ever really appealed to me was "Billie Jean". I encountered the video many times on the old MTV when I was a kid, and I thought the tiles and steps that lit up underneath Jackson's feet were just about the coolest things I'd ever seen.
Amanda Palmer, though, I have adored since I first encountered her as part of the magnificent Dresden Dolls (I shall be forever grateful to Sonya Taafe for suggesting they might appeal to me).
Amanda Palmer was in West Hollywood to play a concert the day Michael Jackson died. For a tribute, she quickly put together her own version of "Billie Jean", now available as an audience member's video at YouTube (there are two up there [so far], and I've linked to the one with the sharpest video. I discovered the other one via, of all places, Talking Points Memo, then watched this one). There's about 3 minutes of talking beforehand, then the song begins. If you don't like Amanda Palmer, this performance is probably not going to convince you to change your mind, but if you do ... well, it's definitely worth a listen.
And while I'm here, I should also mention that folks looking for complex and nuanced appreciations of Jackson should check out recent, related posts by K-Punk and Steve Shaviro.