I went through a phase of about a year or so when I was really into playing guitar where the only music I listened to was Hendrix. There's a great documentary about him made a few years after he died called
Jimi Hendrix . It contains a bunch of live performances, including an incredible cover of Like a Rolling Stone, as well as a bunch of interviews with many big names from the music scene back then.
My favorite part of the film is him playing Hear My Train A'Comin acoustically by himself on a 12 string. It's the first song on the Blues album.
Acoustic version of Hear My Train A'comin
Like a Rolling Stone