i own all 8 'la roque d'antheron' dvds - these set the standard visually - and are IMO the best looking piano performances ive ever seen(awesome camera angles and great picture and sound quality)
the best ones IMO - are berezovsky, libetta, and lugansky.
i have watched these countless times, and to me they are each worth way more than they cost.
i also have many from the EMI classics range - i especially recommend cziffra- probably my favourite piano DVD(cziffra is my favourite pianist of course)
the BBC has 2 interesting sets released-
complete bach WTC - with 4 different pianists
and chopin's complete preludes and etudes , plus sonata 2 - with 3 different pianists
there are many more of course, but these spring to mind
also check out the great 'golden age of piano' and 'art of piano' - these are basically piano documentaries that show footage of horowitz, rubinstein et al.