The Directors Label Series is a really cool collection of works by some of the best directors working today in the area of visual art, film, music videos, and commercials. The one thing that stands out with this series is the amount of behind-the-scenes material you get from each director, as well as the mass of rare interviews with the other parties involved. Plus, there's some unreleased short films and other random works featured, and of course, you get to sample the body of their work. The Romanek disc has been my favorite so far, it's worth it just to get the Romanekian short film, where some "well-known" actors and address comment on Romanek's work. I also to sample the Corbijn disc at Universal and has some great bands on it.
http://www.directorslabel.com
http://www.directorslabel.com