If I love the singer, I made sure that I look for his/her live videos and cover songs, not just their newly released videos. I do this because I want to appreciate his/her vocal capabilities and style.
For Sia, here are the songs I found on YouTube that made me love her:
5. Sia, Ed Sheeran and Grouplove – Drunk In Love (Official video)
4. Sia – Bird Set Free (Live From SNL)
3. Sia – Titanium (Wango Tango)
2. Sia – Alive (Live in the Red Bull Sound Space)
1. Sia Ft. Gonzales – Time After Time