I'll still buy most any DVD they put out, because they seem to put them together so well. The sound at the shows is amazing, and if it turns out to have any behind the scenes shit on it, that's always good for a laugh.
I managed to get a copy of Dammit years ago at a new and used place in Kansas City. I think I paid aroud $20 for it. I don't exactly know where it is right now, but it's somewhere in the mess I call a room. The other two just kind of fell in my lap. A friend of a friend had them and was hard up for money. I gave $50 for the pair happily.
If you're interested, a friend of mine showed me a pretty nice site for moderately rare mp3s, including the remixes I mentioned about earlier, some B-sides, early stuff, etc... decent quality on most of them too.
http://www.comeoriginal.com