Yeah, I looked through a few issues there last night. There are a lot of great articles, photographs of veterans, and some very amusing advertisements.
The Confederate Veteran is an important source. It's full of all sorts of Lost Causiness editorial stuff, but it also is an invaluable source for personal stories, veteran obituaries, anecdotes, and the like. It was also the official publication of the UDC and the SCV, so it has lots of information about those groups in the early years.