A great documentary for guys like me (and it seems, Maxie) is "Who the F*** is Jackson Pollack?" It shows the world of art, of art critics, and of normal, everyday people who think things like "a 5-y/o could do that".
Maybe I'm spoiled, and I admit I'm stupid when it comes to things like "Expression" and "Creativity", but I've been to the Louvre (and many of the other Parisian art museums like the Orangerie) multiple times, I've been to the Naples museum multiple times, and try to get to Seattle Art Museum when they have new roadshows (Tiffany's was pretty impressive). I look at paintings from guys like Raphael, David, Caravaggio and the like and can see symbolism, have emotion evoked, and enjoy a little of the "process" of the artist's mind. Pollack seems a little off to me, but I can respect that he was avant-garde in his day.
I don't think much of "new art". I probably just don't get it.