http://www.youtube.com/watch?v=GzazGIUV8qw i liked it because it has a bit more substance than when he comes on CNBC. He talks about his educational roots for instance. Also like how he has respect for Keynes certainly (unlike what you would expect from 'An Austrian") till some extend. Anyway, enjoy.
Another good interview. He talks about how he writes and how he spends his days. http://www.youtube.com/watch?v=s_yua6EAtXw