I have yet to see "Fog of War," but I will definately check it out as soon as I possibly can. If you like that and "Fast, Cheap and Out of Control," you should also check out "Mr. Death," and "A Thin Blue Line." Those are two more of Errol Morris's docs. His first one, "Gates of Heaven," I have never been able to track down, but Roger Ebert says it is one of the ten best movies ever made.
As far as the Cody Banks empire, I have yet to tackle it, but I'm sure the movies work about as well as Chris says they do.