Magic Years is a nice set in my opinion, and worth having. There are some decent illegal/unlicensed DVD versions out there, recorded from laserdisc, but no guarantees of course. Knowing the way Queen Productions works, it'll never be released officially on DVD. Perhaps in a selected country like Japan though...
As for At The BBC, it's still around but based on my experience it's hard to find in stores. You'll probably need to order it online.
There's also the original UK version 'At The Beeb' which some prefer. The stereo channels are apparently swapped on 'At The BBC', but it's remastered and much louder, and I think the artwork is superior. The insert folds out into a giant poster, though the 'Beeb' version cover pic is quite nice too.
These BBC sessions are worth having in my opinion. The first half isn't too different from the album versions and in fact contain some of the same recorded elements. Queen actually brought some of the backing tracks which were being worked on for the first album and added to them for that session.
The 2nd half of the album is most exciting though, with an early version of 'Ogre Battle' (though it's missing some of the intro due to damaged tapes, it still works fine without it), a much different version of 'Modern Times Rock N' Roll' and a 7 minute version of 'Son And Daughter' which includes some guitar stuff that would later become part of 'Brighton Rock'.