We do every now and then but not on a regular basis really, though we do have an account on an online site (
www.videobox.com), which I'd definitely recommend to any couples looking for one as its only $10 a month for access to something like 7000+ DVDs from almost every company searchable by star, sexual act, type of girl, etc. No, I'm not advertising for them, I'm just tired of seeing people pay $29.95 a month for shitty solo girl sites if they are going to purchase something, lol.
We also have a few DVD's, all from Private, which are great, and I'd highly recommend that company.
I think the most fun part of doing that as a couple was seeing what my wife enjoys watching. I was a little surprised when we were watching Private Millionaire and there was a scene where the lead girl ends up taking on four guys at once, jerking one off and one in the mouth while being double penetrated and my wife said "Okay, that is -really- hot." lol.
Just steer clear of anything "gross", and maybe try to find something with a plot.