The disc with the Fred Savage short is pretty solid.That's the same one as La Jetee. That's the only one I've seen, it was okay... I have to say that just because you like 12 Monkeys is no guarantee that you'll like La Jetee. Also take note that it is dubbed on the Shorts DVD, which upsets a lot of purists. I thought about half the stuff on the DVD was worth watching, the other half pretty lame/dull.
I would like to rent the others, but I can't imagine wanting to buy them.