It's worth watching Zeitgeist for a number of reasons. Whether you accept all of it or not, it will make you think. It's like the previously-touted Fall of the Republic, perhaps even better.
It's made up of 3 separate parts. Part 1 details the rise of religion, and is eye-opening. Part 2 is a kind of Loose Change thing, casting doubts on the official 9/11 story. But it's more convincing than Loose Change because it omits some of the more sloppy elements of said film, and doesn't bombard you with statements. Part 3 concerns the Fed.
When you take the 3 parts together, there is scope for tying them together in some way. For example, it could have explained how the elite evolved, as a kind of parasitic class that used superstition (at first), then religion, via all sorts of symbols, as a form of control.