I've been checking out a lot of children's materials from the library. They have a nice little selection of Spanish-only and bilingual books, as well as DVD's and CD's. I must say that for the most part I've been disappointed with the DVD's.
I think they'd be great for an older child who is just being introduced to a new language; but for our purposes, I don't like how many of these DVD's translate everything. They say a sentence in English and then they say it in Spanish and it goes back and fourth. Not only is it boring to watch, but it's really not necessary. If you just watch it, you can tell what is going on without the translations.
I prefer materials that are solamente en español. So I decided to get on Amazon and see if they had anything I we could watch on Demand via our Roku. I was pleasantly surprised when I found episodes of Sesame Street in Spanish- for free. It's actually Sesame Street, not Plaza Sesamo. You can get the episodes here.
If you don't have a Roku, you can still watch them online or download them to your PC. Too bad they don't allow people with Macs to download the episodes.