My all-time favorite extra has been and will continue to be the Director's Cut. This includes "alternate" cuts that may not be necessarily endorsed or approved by the original director. Any alternate version of a film, even if it's not a favorite, is always welcome. I guess this comes from my deep love of the filmmaking process in general. The process is always fascinating; the behind-the-scenes stories are sometimes more enjoyable than the film itself
I also love in-depth documentaries that feature lots of behind-the-scenes photos or, even better, footage. Anything by Laurent Bouzereau is top notch - even the shorter featurettes he created later. I don't know if he's still in the business or retired but he was the best.