I haven't seen it yet, but I've heard great things about
No Driection Home: Bob Dylan http://imdb.com/title/tt0367555/. A documentary about Dylan directed by Scorsese - what more could you want?
Hoop Dreams is my personal favorite doc as well. It's probably the only documentary I've watched several times, and every time I get through it, I think the same thing - "I can't believe that movie is 3.5 hours long." It just flows so well, and is really easy to get immersed in and sit through.
The only other recommedation I can think of off the top of my head is
Dust to Glory http://imdb.com/title/tt0386423/, an entertaining film about the Baja 1000, an annual off-road race held in Mexico. The scenery and camerawork are particularly top-notch. A well-put-together piece for such a low-budget movie.