Whatever you do, the first DVD you must order is 9/11- The Filmmakers Commemoratvie DVD Edition. It is the archive of the French film crew who were with a particular firehouse in New York.
It's excellent, and provides footage inside Tower One of the firemen, the sound of bodies crashing through to the ground, and one of only two pieces of footage of the first plane hitting the North Tower.
Together, these would be the best pieces you could own.