What I thought was a bit disappointing was that Bruce Springsteen did not play Live Aid at the UK show. He was in the UK at the time and they even held the show on a specific date to make sure he was not doing any shows of his own tour himself.
Having said all this I know that some artists were not that happy with the show and their performance afterwards notably Phil Collins, who said in an interview that he felt it was kind of embarassing.
And yes Led Zeppelin's set will not be included on the DVDs.
Lots of Live Aid info can be found here:
http://www.live-aid.info/