Some of the BBC stuff is superlative: All of the stuff by David Attenborough (Planet Earth etc) is outstanding, as has already been noted by several posters; Carl Sagan's excellent series "Cosmos"- is still well worth watching; Jacob Bronowski's sublime series from the 1970s, "Ascent of Man", and Kenneth Clark's history of (western) civilisation called, not surprisingly, "Civilisation", both show their age a bit but are still very, very good. "The World at War" is excellent.
Personally, I really like the 'Cinema Verité' style of documentary: Claude Lanzmann with "Shoah" and Marcel Ophuls (who did an excellent documentary on Klaus Barbie) have both done stunning documentaries on the Halocaust and related matters.
More recently, the BBC did an excellent series "The Fall of Yugoslavia" and another very good series on the Gorbachev years in the USSR (which was broadcast just before the attempted coup in 1991).
No, I don't think documentaries are better than books, and neither are books better than documentaries; indeed, I see no reason to exclude one at the expense of the other. Each can do what it does very well, and they each have different strengths and weaknesses. In their respective worlds, each can do an excellent job of exploring a topic, and I readily use (or read/watch) both.