If you haven't seen this movie, you should watch it. When you have, you'll simply know it's worth buying the dvd.
I'll try not to repeat things already said by the other reviewers...
I just wanted to say that this movie tells the true story of a man who really changed things for one of the most historically discriminated kind of human beings (probably only second to women)...
And it does tell this story truthfully and respectfully. I imagine Gus Van Sant and the script writer must have known Milk's story very well, and after watching the documentary "The Times of Harvey Milk" I suspect that might've been one of the major sources for transcribing original speeches actually told by Harvey Milk when he was alive.
Anyway the film transpires passion. I truly believe all the actors, the writer, the director put their heart into doing this. You can feel it.
I cried twice throughout the movie the first time I saw it.
I think it changed me in some way. Made me feel like it's my own responsibility to stand up and speak up for my own rights. Made me feel like it's not just a common place but a truth that things can change if you try hard and don't give up at the first difficulties.
However this movie is not only beautiful for the power of its message: it is solidly and elegantly directed, the photography is very good, the actors are great (Sean Penn here deserved at least a Nobel Prize and Emile Hirsh is superb, but all the cast is absolutely convincing).
There is not a weak scene in the whole movie, it flows smoothly, it's perfectly balanced. It goes from triumphant to intimate, from whisper to screaming crowd. It has some really memorable shots as well. To cut it short, it has everything you ask from a masterpiece.
Please watch it, you'll love it, I guarantee.