Nelly -- Get to Stompin' in My ... Air Jordan 3s! (VIDEO)

Nelly is already a certified sneakerhead -- courtesy of his song "Air Force Ones" -- but he solidified his position in the shoe lovers hall of fame when he told us about his all-time FAVORITE pair.

Nelly was in NYC when we got a hot second to talk sneakers with him. No hesitation on his part -- his Jordan 3s get top ranking in Nelly's closet. Probably explains why he keeps 'em "all white, crispy."

But which pair did he drop $600 to lock down? Check out the clip ... and keep in mind, sounds like he got a good deal. We checked, and they're going for around $800 today.