It's definitely worth watching the clips of just him. The rest is garbage.
Here are two clips from the dinners:
President Bush At Correspondents' Dinner--2007 (He mentions our beloved Tony Snow in this one--who was not at the dinner and recovering from surgery.)
President Bush At Correspondents' Dinner--2008 (This is his last one--such fun! He conducts the Marine Corps Band at the end.)
Another fun clip of GWB: President Bush's farewell to Gridiron Club
And one of my all time favorite videos (not at the Correspondents' Dinner but at the National Prayer Breakfast)--President Bush and General Pace:
Bush the Waiter