While I can't say that Davy was my favorite musician - in fact, his contributions on Monkee albums typically ranged from the maudlin to the cloying - but he did have his moments. My favorite side of him was his demented showman act, shown at its peak in the trippy video above. It's from the Monkees one and only feature film, Head, watching which was one my most bizarre experiences I've ever had in front of a television. Dig that dancing! He's really working it here, and you can't deny that he's not only got moves but that the song is stellar (although I could do without the overtly dramatic last verse which, on the soundtrack, was of a piece with the rest of the song.) "Cuddly Toy", his highlight from their 1967 Pisces, Aquarius, Capricorn & Jones, Ltd. is another good example of this type of song. I also like his completely forgotten duo with Dolenz - the 1969 Changes LP that, while nothing special, is just filled with fun cornball music.
I'm always complaining that rock music isn't innocently fun anymore. People like Davy Jones used to make it that way. I'm sorry that he's gone.