A couple of the Baby Einstein dvds seem to work a treat with Alex as well. The Wiggles is about the only other one where he will sit and semi-watch. I find strapping him into the highchair with some cut up fruit and The Wiggles gets me around 20 mins;)
Just another suggestion - try your local library. They should have a selection of dvds and even videos for you to try for free - try before you buy.

