In my case, either a no-region or region 1 (for U.S.) DVD of L'Eau Froide. Assayas is one of my favorite contemporary directors and this is the only one of his films I haven't seen. I've heard it's great. Thanks to anyone who sees this and responds.
www.amazon.fr offers a Region 2 DVD, but that is not very helpful in your situation. This month (March 2006), Sundance Channel (www.sundancechannel.com) is offering the film 3 times in the wee hours of the morning. So you can see the film there, if you have access to cable or satellite, and can record a personal version on DVD.
It's been almost two years since this conversation was begun...but in case anyone is still listening! I just saw this film today at the Pacific Film Archive in Berkeley. Assayas was there in person, and someone asked him about US distribution; the film is apparently owned by Universal, but rights issues involving the music haven't been resolved, so there will be no Reg 1 DVD in the foreseeable future. Unfortunate because the movie is great.