Sounds cool. I really liked watching the bonus episode of w/ Bob and David that showed some of the writing process. You even see when David comes up with the line one line in the opening sketch of the first episode, "This ain't no show, mister!"
Is this the DVD that contains the commentary tracks you mentioned? (linked to Canadian Amazon cause that's where I live)
The Mr. Show is great. The whole collection is on Amazon for 20 bucks
You can still buy them on Amazon: https://www.amazon.com/dp/B00HVBB15Y/ref=cm_sw_r_cp_apa_glt_fabc_6RN2TD9KXQFN1YKKR68C
Amazon! It was less than $15!
Complete series on DVD for only $19.99 on Amazon! http://www.amazon.com/Mr-Show-Complete-Collection-DVD/dp/B00HVBB15Y/ref=sr_1_1?ie=UTF8&qid=1450724432&sr=8-1&keywords=Mr.+Show