I have. Although there are no deleted scenes/goofs like the Back to the Future trilogy, the extras that they do have are a lot more interesting than most other Behind-the-Scenes DVDs; mostly because they didn't use computer generated special effects.
I picked it up the day it came out. I've already watched them three times, except for The Last Crusade which I've only watched twice. The features are better than what I was expecting. I too was disappointed that there weren't any deleted scenes.