There was a time I would have recommended a whole library of DVDs to own, but with the advent of YouTube all the Shotokan katas can now be found there.
But there are still some DVDs worth having in your collection. Dave Wilkins - Beginning Shotokan Karate Geoff Thompson - The Fence: A Unique Protection Principle Iain Abernethy - Bunkai Jutsu vol 1 - vol 5