I tend to hear that a lot about their era after Signals, particularly with Hold You Fire being one of their worst albums (Not that I agree!). But you're right about their progressive element. It's definitely something that has kept them in top musical shape for so long, always on the search for the (I think as Geddy puts it) the "better Rush."
I do have all those documentaries, and definitely agree with what you say about all three. I had known very little about Rush's history before watching Beyond the Lighted Stage, also about the history and composition that went into 2112 and Moving Pictures. I'm no drummer either, but Taking Center Stage is phenomenal to just watch
Neil's technique and listen to him talking about the various inspirations to his drumming and lyric writing.
I could never pick a favorite album, I don't think. I love their epic era, with the Fountain of Lamneth and 2112, Cygnus X-1, etc... And even though most people think of '2112' as their breakthrough album, I'd say they really "arrive" as a band with 'Hemispheres' and especially 'Permanent Waves'. And of course 'Moving Pictures' is timeless. I've actually started going through every album as a build-up to the release of 'Clockwork Angels' and right now I'm on 'Grace Under Pressure', another phenomenal piece of work. It's hard to pin down a favorite when (I think) every album is such a unique masterpiece. Some days I'll get stuck to listening to one particular album and think it's their greatest, and then I'll pick up another and be blown away all over again.