Somewhere I have the VHS tapes of the first four episodes on two tapes that have Stan Lee interviews before them. They are from some restaurant, actually. Taco Bell I think? I also have a Video CD that was made for the Philips CD-i system of the first two episodes.

I just found one of the tapes: X-Men Creators' Choice 2: Enter Magneto and Deadly Reunions. From the back cover: "This tape contains an exclusive five minute round-table discussion featuring famous Marvel personalities; Stann Lee, Scott Lobdell, Fabian Nicieza, and Bob Harras."