I discovered this show a few months ago on Audience Network on Directv. They have an artist play songs and interview them. The interviews are really good and interesting to me. If you haven't seen this, check it out. You can download episodes via video on demand for free (assuming it's part of your Dtv package).
I've watched the Rodrigo Y Gabriela, Seether, Tom Morello and the Nightwatchmen, and Megadeth. Currently watching Alanis Morissette (damn, she is still hot).
https://gc.guitarcenter.com/sessions/