In November 1994 Jamiroquai performed Space Cowboy on French television show Taratata.

If you visit the Taratata website and watch the video at the bottom right of the homepage (Taratata no.204), after the first song you can watch Jamiroquai's performance of Space Cowboy.

UPDATE: The video is no longer on the homepage of the site, so if someone can tell people how to find it that would be great (just least a news comment), but if you want to download the full FLV (Flash Video) file and play it using something like Macromedia Flash or VLC, then a there is a direct download URL (193mb).