Ralackk: If you own painkiller gold already you don't need the gog version as you will already have everything included from gog. I think the retail black version has a "making of" cd but thats not a gog extra so your not missing out on that. It also has a limited high print box which is numbered or something that also doesn't apply to a digital download. The games also new enough that compatibility shouldn't be an issue, so I would wait for Resurrection. It's going to have new graphics and coop.
A "Making of" video is included in the gog.com version. You have to start the game, go to the main menu and click on Videos. However, I don't know if there is other content on that extra CD you talked about.