I don't know that much about the Monkees besides a few albums I have and I've never seen the show, but I just watched Head[/]. Oh man, what a movie. So many quality jokes in there. Lots of surreal psychedelic stuff and self-aware self-mocking meta-fiction goodness. And then top it off with some great songs.
Davy Jones is definitely the worst Monkee. Everyone thinks this, right?