Ain't My Bitch and Fuel are certainly highlights of that period. The Metallica of the Load/Reload period are a band who got a taste for 'legitimacy' and desperately wanted to show they were broadening their musical horizons, but just couldn't work out what the fuck music they actually wanted TO make. However, when they occasionally kicked the riffs out they showed they could still deliver.
Beyond Magnetic is okay, but you can see why the songs were cut. They all feel fairly scattershot, with none of the focus of a lot of the stuff on Death Magnetic. Best track IMO is Just a Bullet Away, which reminds me a lot of Volbeat (Who, interestingly enough, were heavily influenced by Metallica and toured with them extensively... Bit of mutual influence going on there, it seems).
Also worthy are the 30th anniversary shows, which have been released for download. It'll cost you $40 for all four shows, but they're well worth the scratch - the setlists and range of guests they had was insane. Newsted up playing a bunch of songs? Yes. Reuniting with Mustaine, Ron McGovney and Lloyd Grant? HELL YES. John Bush tears the shit out of Four Horsemen as well - interesting that they offered him the singer's slot back in the day.
Unfortunately, there are brief incursions by both Marianne Faithfull AND Lou Reed to play their crappy collaborations, but the good well outweighs the bad here. If anything, the band trying valiantly - if unconvincingly - to pump up the crowd for Reed's entrance helps ameliorate the painfulness of the Lulu material. Overall though, the setlists are awesome and the band mostly tight, save a couple of stumbles (e.g. Fucking up Suicide & Redemption on two separate nights) If you're looking for some 'Tallica live stuff that gives a good overview of their career highlights, you can certainly do worse than this.