I've just joined love film in the UK and found that they have quite a few prince DVDs for rental, some stuff I was surprised to see, Graffiti Bridge, Under the Cherry Moon, Live at the Alladin, to mention a few.

Most will have seen these already, but for all who haven't though you might want to know. You can also get a free trial for a couple of weeks from LoveFilm, so u could actually see them for free! if you cancel you membership before they activate the main paid membership properly.