You have got to see these movies!  Shacknews has a listing of all the movies they have inHD format from E3 thus far.  The HD movies are in 720p, so they are probably the best quality you are going to get from the show.  So far they have Xbox 360 movies up, with PS2 and PC ones coming soon.
– HD or Lowres Gears of War (holy crap!)
– HD or Lowres Elder Scrolls IV : Oblivion
– HD or Lowres Project Gotham Racing 3
– HD or Lowres Lost Odyssey
– HD or Lowres Ghost Recon 3
– HD or Lowres Kameo
– HD or Lowres Xbox 360 montage #1 (Includes Quake4!)
– HD or Lowres Xbox 360 montage #2
– HD or Lowres Xbox 360 montage #3 (includes Perfect Dark Zero!)
– HD or Lowres Xbox 360 montage EA Games
– HD or Lowres Call of Duty 2
– HD or Lowres Dead or Alive 4
– HD or Lowres Need for Speed : Most Wanted
– HD or Lowres NBA2K6