I have now watched all of the Led Zeppelin DVD and agree with Conor that it is pretty fab. The single best thing about DVD is the sound, you have to run your DVD player through a stereo system. The production values on this DVD are great, the sound is very clear. The selection of shows is great it shows several different stages in the band's evolution.
So why were Led Zep so great? First of all the sound is amazing. It seems clear that this is Jimmy Page's doing. Jimmy Page is obviously also an interesting guitarist. By the later shows (Madison Square Gardens) he has gone a bit loony and is wearing some wicked trousers. But he is only half of the best front line in rock. Robert Plant is amazing. Sooo sexy and inventive he is always fun to watch.
Poor John Paul Jones hardly appears. How much of this is modern editing (by Jimmy Page :-) ) and how much of it was done at the time is unclear. John Paul Jones definitely has the Ringo role, despite his musicianship and co-writing of some classics (like Kashmir).
And then John Bonham. Not as amazing a drummer as Keith Moon, he still has the best snare drum sound in history. Modern drummers (like Dave Grohl say) are better, but I am glad that Led Zep stopped when he died. Better that than what the Who did.
Summary: better even than the Police video where Sting wears the multi-coloured coat.