Gutter

Another possibility would be for you to climb down into the worst and dirtiest hole. Somewhere extremely unpleasant. One can tell from your faces that it smells, too. When you work there, what else can you? You'll get filled with irony and to cheer yourself up you sing about Hollywood.

Live rehearsal

This sounds like a live band so I would put them on a stage in a night club. They'd do their sound check for the evening and the lead singer would arrive on stage after that the others have started to play.

The woman in the bar prepares her job for the coming evening. Filling the fridge with bottles, talks to the manager etc. You can tell that she is not going to look at the band during the song at all.

The lead singer has no-one to sing for so he sings for her. She listens but doesn't look up. Soon she is tempted and does look up. Now the lead singer sings with a smile to her. She pauses in her work.

When the song is over she still looks and he could say something like "I have reached my goal".

Burlesque

Okay, I can understand why you'd doubt the sanity of this suggestion, but better to make it than not make it... :)

You could film some local burlesque acts and edit their performances together. You'd just need a camera with the right settings to fit the lighting of the theatres, that can be done on the nights. Alternatively you could ask for permission to use their videos, as they often do films of these performances anyway.

The kind of picture quality I had in mind was something like Fatboy Slim's Praise You, which looks like it was done on the cheap but works pretty well.

There are plenty of burlesque dancers in Finland right now, it's a very fashionable genre of cabaret/theatre and is getting mainstream acceptance.

Burlesque is also a sort of classic-but-trashy kind of art form, like an old dilapidated theatre. It's what comes to mind when I listen to the demo.

I also think it would fit the music because the actual track is rather masculine, whereas a burlesque dance tends to be feminine, and they might balance each other out.

We're on our way to Hollywood signs

This idea is from Antti Karhu:

Different people (or groups of people) in different situations
holding up a sign that says "We're on our way to Hollywood".

Nothing fancy, just a simple idea...

All people/groups should be in different situations (rain, snow, city, country, mud, beach etc.) and from different backgrounds (tramps, kids, rich people etc.).

The band could be integrated into the video by just walking past with their guitars etc. while one scene is filming. Or their could be a poster on a wall in the background? Or someone could be holding the band's CD?

Band in a box!

We start with a scene where a woman runs down the street carrying a pile of presents/boxes, or the boxes could be in her huge shopping bag.

One little box drops from her bag to the street, next to a buildings wall, and camera is filming the place where box stops.

There could be a little card on box where reads "Paris", "Tinkerbell" or just "Hollywood".

Camera zooms closer and closer to the box and actually gets inside the box.

The band are playing inside the box looking at the camera

The playing space is so tiny and tight that the band can hardly move!

As we reach the end of the song the camera zooms out of the box but stays focused on the box.

A woman with pink high heels walks past the the box with her chihuahua.

The dog would have a diamond collar and the lead would also be bling bling! (You only see the woman's legs and the dog).

Dog pees on the box!

Woman and dog walk away from the place where the box is and the camera then pans to show them walking off. The woman looks like Paris Hilton from behind.