I've noticed some differences mostly on albums by the Who but it usually sounds the same or a bit better. Just so long as you don't buy the remastered versions of the first 2 Ozzy albums with added musicians (why did he do that?)
Yeah, definitely watch "No direction home". Sometimes you hear people yelling TRAITOR! or something. Why didn't they just not go to the shows? Didn't they hear his records?
The Stones are simply amazing. I remember the first time I heard "Jumping Jack Flash". I played that song so many times my friends threatened to bust my stereo.