I have heard of this, though have never seen it. It is definitely an experimental film first and a horror movie second. I would see it just to see it, but buying it probably not. It doesn't seem like the type of material you can just watch over and over. It's heavy material and there is no dialogue.
Here is a review:
http://www.moviemartyr.com/1991/begotten.htm
I also heard the Marilyn Manson's video for Cryptorchid (which I'm sure is on YouTube) has extensive footage from the movie interspersed with himself in scenes designed to look as if they came from the Begotten.