I really like the BBC doc. It's an excellent insight on how Beefheart fit into his time.
But if you want an inside and in-depth view of Beefheart, please watch Samuel Andreyev's Beefheart-related videos. They are seriously the most insightful content I've seen on Beefheart. Granted, I've never read any of the major publications like the 33 1/3 (just remembered about the PDF I have, gotta get on that) or John French's Through the Eyes of Magic, but I have a feeling that everyone who has an inkling of interest in Beefheart and even those who don't like him will get a lot from watching these videos.
I SAID THAT ANYBODY WHO KNOWS ABOUT CAPTAIN BEEFHEART SHOULD WATCH THESE VIDEOS
Samuel Andreyev
Frownland Analysis
John "Drumbo" French Interview
Bill "Zoot Horn Rollo" Harkleroad Interview Pt. I
Bill "Zoot Horn Rollo" Harkleroad Interview Pt. II
Really, really important addition to the Beefheart cannon imo. Zoot Horn Rollo is
insanely articulate and has some great insights on the music industry in general as well.