Plenty to choose from. I've actually found a fairly large selection of classical performance DVDs at Borders (not surprising since they're one of the few chain stores left that stocks a decent selection of classical CDs). Just make sure that you register as a Borders Rewards member beforehand, so that you can get discount coupons via e-mail. Borders' DVD prices are sky high unless it's on special or you use a coupon.

Tower used to be the best for stocking classical performance DVDs, but their demise a year ago was just another sad loss in a long string of recent music retailing casualties. Amoeba Music and Virgin Megastore also stock huge selections of classical CDs and DVDs, but they might not be close to where you live.

Great thing about classical DVDs is that most of them include uncompressed stereo PCM tracks that are encoded at higher resolutions than the CD versions of those same recordings. Most of these PCM tracks are encoded at 48/16 resolution (which surpasses the 44.1 kHz sampling rate used on CDs), and others are encoded at 48/24 resolution (which bumps the bit depth up to 24-bits). A lot of others, from Deutsche Grammaphon in particular, also include surround mixes that use full bitrate DTS audio (most movie DTS soundtracks are encoded at half-bitrate).