On the topic of media about Twin Peaks while it was airing, there is a hilarious SNL sketch when Kyle MacLachlan guest hosted. It aired the night before the second season started, on September 29th, 1990.
Link: http://www.dailymotion.com/video/x7o2ca_twin-peaks-parody-by-saturday-night_fun
I always enjoy watching it before watching the second season of the show. It's really weird knowing how the murder mystery ends vs. people's conclusions at the time it aired.