"Two Against Nature" is really good. I also like the one on the making of "Aja." (Some of the others from the same series are good too. I especially enjoyed the ones with Pink Floyd, Fleetwood Mac, Meatloaf, and Phil Collins.
I saw a DVD of the Midnight Special the other night. It was either 1973 or 19734, and Steely Dan was one of the acts they had on it. They did "Reelin' in the Years." It's well worth watching if you get the chance.