ever hear of Nova? It's even free and streaming online. New episodes right now too!
I know it's a PBS show (I think) but it deserves to be named.
Here is the link.
NOVA | PBS
Personally I would never pay for cable/satelite TV. There is nothing on those that you can not find on the internet for free. Side reel, watch-movies, youtube, mininova, even the offical History Channel web page. Hell even Netflix has awsome shows and concert vids, rent rip repeat. If you need some noise in the room from the TV, use a digital antenne and watch local channels.
Oh yeah, don't write off your local library either. Lots of good documentaries and other interesting videos/DVDs.