If you've bought one of the various "editions" of Celebration Day, chances are good you have found yourself with a bonus DVD with the bands last rehearsal before the Dec 2007 O2 arena show. The rehearsal is a full production rehearsal, meaning you get the entire show, with complete setlist, lights and back-screen video.
The bonus disc is worth watching for any Zep fan for a couple of reasons. First, it is a single camera shot so, unlike the actual concert DVD, you get to watch the show from the vantage point of the audience as it would have been witnessed on the night. To see what is happening on the back-screen, get Page's violin bow solo, complete with laser pyramid, is worth the watch. In case you didn't get the idea of how much work went into the one time show from the concert video, the rehearsal video makes it clear.
The second reason to watch the rehearsal video is the music itself. The band is relaxed and their playing superb. Page's soloing is a lot more aggressive, and they pull off some stunning versions of the songs, notably Since I've Been Loving You and For Your Life.
It's not the concert video, itself absolutely superb, but the video of the rehearsal at Shepperton Studio's four days before Led Zeppelin went live for their heralded reunion concert is worth making sure you've spent the extra few dollars when you pick up a copy of Celebration Day for the Zeppelin fan on your Christmas list.