At the intermediate level, look for travelogues, histories, religious programming -- some can be found on broadcast, and such television shows are often repackaged for sale as DVD or VCD. The prices can be quite cheap. But it's also a crapshoot, if you're planning on background use while going to sleep... some Three Gorges VCDs have great content and audio, but chapters are introduced by a loud fanfare.
Movies don't work as well, I think... lots of drama, confrontation, story gets old quick. Travelogues usually have some background music, as well as beautiful nature visuals.
Chinese video is usually subcaptioned in Modern Standard Chinese, so that it can be read even if not aurally understood. But the aspect ratio can get twisted around during the various production and distribution stages, and on the handheld Sunia VCD Player I use it's difficult to trace fine strokes... lot of aliasing. I've started reading more for the shape of the character... jumping up a level from trying to read character-by-character, instead scanning for the things I can recognize and use.
Nighttime speakers are always a problem. Some in-ear plugs also block external sound, but prohibit turning. The newer aluminum speakers are good for their size, but positioning is tricky. If I permanently mount speakers on the bed I'd always wonder how far they carry late at night.
KTSF channel 26 carries "A Path to True Happiness" from 2:00 to 2:30 weekdays... slow pace, accessible vocabulary... requires concentration, but useful.
KVTO-AM 1450 (?) AM carries multiple hours of Korean radio weekday afternoons. Mornings and evenings there's much Cantonese, although there is Mandarin news somewhere around 6pm.
"One Minute Putongua" is a series of TV shorts, explaining Chinese language points in Chinese. Very fast pace, but I was following it (without understanding the subject matter).
For shops, I most often use Asia Star Video (sp?) on Grant St., up near Broadway. They also have a shop in the Clement where I've found useful stuff. There are discount shops all along Grant, but who knows the artists' rights on that trade.
Travelogues, histories, religious programming... great learning material.