Hello Elliotte,
I'd buy GUL first, it has the big stage sets with effects, Zorb ball, PG and Mel dangling upside down and brilliant performances by tutti! Lots of split screen and you get to see the techie guys. Mostly from Milan, Italy where the audience was so receptive and enthusiastic.Also has a fair bit of intro stuff from PG including some smattering of italian - 'piccolo barque'. Very well lit/produced with lots of close-up work too. I'd buy it for 'Here Comes the Flood' alone or 'Signal to Noise' or 'Sky Blue'(to die for) or 'Digging in the Dirt' or 'Darkness' and so on!
Still/U has some of same songs with smaller venues, quite another atmosphere. Seems more intimate but also a bit eerie in places. Lot of misty/dark shots. Also it has the stunning 'White Ashes' and 'Tower That ate People' (whoah) as well as an extra 'No Self Control' from POV (198

which is gorgeous. Some great footage of GWF and PG and Mel on those wheelie things, spooky.
I love both for their different qualities. There's some interesting editing of different venues stitched together for single songs on Still/U but I don't think it affects it adversely, imo makes it quite lively and strange in places.
Can't tell you much about Family Portrait as I haven't got it yet, but it is about how PG, family(his wife and son included) and band manage a long tour together. Perhaps you could call it 'Up(s) and Downs'! It has been recommended to me by other Lunatics as v interesting for a PG fan. There are various clips on the web, notably the one where Melanie is telling PG that she has been told her singing is crap. Also the clips of PG at a film festival playing solo. That is fantastic btw if you haven't seen it.
Have you got Secret World Live, which is a must? Wonderful, wonderful stuff with Paula Cole, Manu, Jean-Claude, Papa Wembe, Shankar and possibly others I can't just recall at this hour. Worth it for 'Washing of Water' alone. PG Play the Videos is also worth having because it includes most of the single videos such as Sledgehammer, Steam etc. About x23 videos I think. Amazing.
The only problem with them is when to switch them off. Oooh- I might even watch one of them tomorrow seeing as it's Saturday.
There is a thread somewhere that resurfaces periodically petitioning Peter to re-issue POV(Points of View Tour 198

. Many of us sign it each time, I know I do. Again most Lunies would love to have this on DVD. Lots of bits of it on the web.
I am sure others will know much more than I but hope this helps? :-]