Big AP fan myself, although the TV version of KMKY was fairly weak (ten years ago! I remember watching the original brodcasts.) That said, the DVD is pretty good, some interesting commentaries and extended episodes.
The radio series of KMKY was brilliant, though. I picked up the full CD set (plus extras) in Easons recently, track that down if you can. Superb. The episode you linked to is one of the best.