I too am one of the people who love watching the special features. I'm fascinated by "making of"s and background infos. I especially enjoyed the aspects of designing - costumes, props, and sets were one of the greatest strengths of the movies and prepared with meticulous attention to details. It was wonderful to get a closer look at clothing and objects that show up only partially or very briefly in the actual film!
Appendix 6, the 4th DVD, was very special, I thought. It showed a lot of endings - the last days of the various actors' pickup shooting were celebrated with parties and gifts for each one. I must admit, I was moved to tears at seeing the cameraderie and the bonding of actors with each other, the director, authors and crew members. It was very touching to see how special this movie is to all of them.
I also enjoyed the special about the horse training and performance and was moved by the fact that several actors and stunt people bought their favorites to keep afterwards. I had already heard that Viggo bought "Brego", but was touched to hear that he bought "Asfaloth" and gave it to the stunt woman who did the riding for Arwen - she wanted that horse so much but couldn't afford it.
Now I'm working my way through the commentaries, having seen the movie with those of the director/authors so far. I enjoy the tidbits of information that they drop, especially about various cameo roles (see
Those Cute Little Hobbit Children...). I also learned that fans of Sean Bean are called "Bean-Stalkers"
and that Billy Boyd not only sang Pippin's song , but even composed the melody himself!
More to come when I've had time to see the rest of the commentaries...