The Animatrix DVD is a fine collection of contemporary animation. Beautiful work by some of the top artists working today, and an interesting enough backstory to carry the shorts beyond the usual anime silliness. $23 on Amazon.
My favourite is still The Second Renaissance; you can watch it online. Of the ones not on the net my favourite is Kid's Story for its chilling story of an angst boy finding salvation in The Matrix. Peter Chung of Aeon Flux fame also has fun with Matriculated.
The animation has so much detail it looks better to me on computer screen than TV. And shame on the DVD programmer for making such a hostile DVD.