Never seen any of his documentaries !
I would recommend watching one and see what you think. He kind of fits into the "you either love him, or hate him" stereotype.
I watched Farenheit 9/11 which was interesting, it showed the relationship of the bush family and Saudi arabians.
His stuff's interesting to watch, and bits are quite funny in a "holy shit!" sort of way, but it's also very one-sided. You can't count on him for the full story as such (but then you can't really count on anyone for that).
I'm with Baron on this topic, but I do think I saw Farenheit 9/11 some time back which was interesting. I'm not sure what else I may have watched by him.