I love Let's Plays. Something Awful has a few that are wonderful:

http://www.letsplayarchive.com/

I don't mean to hijack the thread, but my absolute favorites are the Ultima 4, 5 and 6 LPs by Nakar. Really, check them out, especially if you know the game already!

I think LPs are more enjoyable if there are comments, and they are either very interesting (lot's of background info on design or technology) or just entertaining.