Yeah, I've heard Dub Side of the Moon, pretty cool. The Zeppelin DVD is fun to watch stoned, but nowhere near the intensity of Floyd, plus it's really long so I usually end up switching movies by the end of the first disc. The Wall is like being transported to another dimension, and it's impossible to comprehend in its entirety.
www.thewallanalysis.com might help though. For true Floyd experience, Live at Pompeii is ultimate, because it has all the original members, in the time period before Roger Waters got power-hungry. Pulse is top for tripping out though ... the encore is mind-blowing if you're peaking on any psychedelic, acid especially.