Never saw Weird Al in person, but I always loved the music. Sometimes it seems that his music is even more iconic than the original song.
And I always secretly delight when you actually hear his version of a song played. It was how I got started - I was just listening to the radio and heard this song that was familiar, but different, and neat. I noted what the DJ said and bought the CD when I could.
I have to go and see what devices I have to stream this, I really want to watch it.
A local radio station did their own take by putting music to some of the biggest local headlines in the area which was so hilarious, and somehow I found they actually released a box set of all their songs. (They called them "Twisted Tunes" and played them mixed in with the regular playlist) and got those as well. It's a bit dated, but still funny take.
Even though I have many of his albums, I didn't object and pre-ordered the Squeeze Box complete set of all his albums. I honestly love the set.
https://en.wikipedia.org/wiki/Squeeze_Box:_The_Complete_Works_of_"Weird_Al"_Yankovic
My favorite songs are Headline News (because I actually was there for the first event when it happened - I was at the school when Michael Fay was arrested and it was huge news when Clinton got involved), and Dare to be Stupid.
Of course, I have ripped all those CDs and have it all on a huge playlist that I simply enjoy looping over and over again.