It is worth having, if only for the "new" footage of the 'droids. And no, this isn't the same content as the "Connections" interstitials that came out at the time of Ep 2.
On the whole, though, it's nothing more than a promotional teaser for Episode 3 since the bonus DVD does not cover that film. The copyright notice is 2004, so it would have had to have been produced towards the end of last year.
I bought it anyway, and although I do feel a bit cheated (should have gone to other stores, I guess), it is a curio.