Below are my personal recommendations for collectors:
Guns N' Roses - Use Your Illusion I & II (W. Axl Rose, World Tour 1991-1992 in Tokyo, Dec. 28, 1992)
Making Fucking Videos Vol. I: Don't Cry (June 22, 1993)
Making Fucking Videos Vol. II: November Rain (June 22, 1993)
Guns N' Roses: Making of Estranged: Part 4 of Trilogy (April 26, 1994)
Sex N' Drugs N' Rock N' Roll (April 8, 2003)
Axl Rose: The Prettiest Star (Aug. 2, 2005)
Live & Dangerous (Oct. 4, 2005, Imported)
Classic Albums: Appetite for Destruction (March 21, 2006)