I enjoy reading movie and TV show scripts. One of the best is the script for the pilot of The West Wing written by Aaron Sorkin (pdf). If you are familiar with the show at all it is very difficult to read the script without picturing the actual characters as they were cast. The script and dialog written by Sorkin is so good that I think I'd prefer to own the script over the DVD of the show.
Two minor things to note about the original script:
(1) Leo McGarry (played on the show by the late John Spenser) was originally called Leo Jacobi. Not sure why the name was changed. Maybe when John Spencer was cast the name was changed to better reflect Spencer's heritage?
(2) There was always a character called Charlie who was the President's "body man". In the original script he's just a sharply dressed 19-year old taking a year off from Georgetown. I like the way he evolved into the Charlie Young played by Dule Hill (complete with this new Charlie's back-story).