The movie "The Song Remains The Same" blew my head. It was my doorway to Led Zeppelin, and the soundtrack is undoubtedly one of my favorite Led Records. Favorite tracks are "Since I Been Lovin' You" and "Rain Song". Additionally the part where Jimmy breaks out the bow is nasty as hell. I'd recommend seeing the movie first if you haven't already. The dream sequences are terrifically tripped out and just amazing to watch.
Jimmy Page's and Robert Plant's dreams are my favorites. Enjoy.