I like the "making of" now present in almost all DVD. Sure, most of them are crap but some are very good. Sometimes the making of can be better than the main feature. Sometime , for never made movies, the making of has become the main feature like in the case of "Lost in La Mancha" the story of a disaster. Making of exist also for paintings and I remember having seen a wonderful documentary that shows Picasso composing a painting directly on the screen stroke by stroke.
Also seeing a rehearsal of a play can be sometime a lot more interesting that seeing the final result.
A good "making of" let's you enter in the mind of the author and see the creative process from inside.