The first set has the kayfabe interviews on it. So if you liked DX and all the players they feuded with the first time around then I'm sure you'll like it. New & Improved DX is pretty loaded overall. It literally involves all aspects of their 2006 return. Well almost all. It ends with the Survivor Series 2006 match which is mid way during the DX vs Rated RKO feud.
The second one is much of the same sans doc. It focused on everything they did during the 2009 - 2010 run. The Blu-Ray extras are boss, but they aren't too exclusive pardon the triple threat tag match from MSG.
So if you dig DX during either point then I'll say they are worth it. Also helps if you don't own any of their PPVs bouts.
EDIT ~ I'll do it following the next post so I don't double post atm.