Music documentaries have always held a special place in my amp (I must've watched every one of VH1's Behind The Music), but they need to be divided into two categories...
1) rock docs that look back at an era or movement or artist and provide an overview with perspective (a la Scorcese's No Direction Home about early Bob Dylan, or this magnificent 10 part UK rock doc series entitled The Punk Years (watch it HERE));
2) and then those rock docs that were immediate and fresh off them happening (a la Decline of Western Civilization or The Rolling Stones C*cksucker Blues)...a slap to the face and punch to the gut visceral sort of experience.
My vote goes to Dig! (watch the trailer) - the fascinating story of two west coast American retro bands, the Dandy Warhols and Brian Jonestown Massacre, told over seven years through the late '9o's and early 2000's. The film deftly chronicles each bands subsequent rise and/or fall framed around the friendship/rivalry between the two lead singers...the Dandy's Courtney Taylor and Massacre's Anton Newcombe (with his tambourinist 'Joel' making a memorable turn).
Best rock n' roll documentary ever. I'm still not sure why this flick struck such a chord with me, but it did. Perhaps because it so effectively portrays the constant struggle between art and commerce in the recording industry (or any creative endeavour for that matter) while being sad, funny, and entertaining all at the same time. And it contains some of the coolest music you'll ever hear by people you've never heard of. Furthermore, the two disc DVD has nearly eight hours of extras that prove to be as interesting and entertaining as the movie itself.