Having read on these boards how "bad" the commentaries are supposed to be on the Simpsons DVDs, I avoided them like the plague. But since Season 4 just has so many great episodes, I figured what the hell -- and they don't suck at all!
I mean, yes, the voice actors are fairly absent, but whatever. They're still good. And as much as I like learning about how they did some fancy effect in an Futurama episode, it seems that the Simpsons commentary has less of that (though, to make up for it, they seem obsessed with pointing out who did what as far as scenes go).
I especially like hearing all the stuff about Conan O'Brien's time on the staff. The stories of his wild, crazy antics affirm the idea of him I've always had, and make me love him even more.
I laughed when I heard one of the commentators call him "Coney", too.