From what I heard, Thirteen is a good film, but I haven't seen it.
As for documentaries, it really depends on what you want.
I like, in no particular order:
When We Were Kings
Visions of Light
A Personal Journey through American Film with Martin Scorsese
Bowling for Columbine (not really a docu, but a great DVD)
Most of the History Channel stuff is really good--you can actually get two double-discs for around 30 bucks, about 400 minutes worth of stuff. I've got one double disk set about "The Unexplained" that's 200 minutes, and a couple others--one with 200 minutes about Ancient Egypt and another about medieval times (Holy Grail, King Arthur, etc). They are basically ports of History Channel hour-long shows on DVD. There's like 4 on each double disk set.