My least favorites: All Along the Watchtower, All I Want Is You (let the firing squad assemble)
Favorites: Bad (love the Stones stuff in the middle), Heartland, Helter Skelter, Van Deimen's Land
I like the movie R&H more than the album because all the clapping/audience stuff is expected and is not jarring like on the album. I also really like the movie more because it seems the director understood the band better than other directors have and included bits that really show their personalities. It's almost like we're let in on inside jokes. Of course, these bits are not on the album.
I'm also not a fan of rapid editing (watched too many films not made in America, I think), which seems to dominate all other concert/music videos, and is thankfully not a part of R&H. I also think the cinematography is great. Some great shots.