I couldn't agree more. Gag reels make being an actor seem like an insane amount of fun. I remember grinning so hard and for so long at the There's Something About Mary and the Jackie Chan movie credit reels that my face would hurt. Made me want to be an actor so very much to have fun with my friends like that.
The impression that i get is that a lot of directors will add in a gag reel to make it seem like they had such a good time on set...but it seems like people genuinely have fun on Joss' sets (probably especially when nathan fillion is involved). Case in point:
http://www.dailymotion.com/video/xsyo33_…
Firefly Extended Gag Reel