Since most of us live outside the UK, I want to draw attention to the International membership option, which was made infinitely better a couple years ago when they started including full Chelsea TV access with it.
So for £30, you get to stream CTV online and have access to their library of match highlights, interviews, etc. Better yet, they will also have Video on Demand capability available starting next season, which should give you the ability to rewatch any of the programs shown at any time you'd like. I presume this will include live matches (such as the youths, reserves, pre-season, Carling Cup), full replays (Champions League - if we make it, of course! - Premier League, FA Cup), and their full range of variety programming about the club, the players, and the matches past and present.
Buying now may also grant you access by the time the FA Youth Cup final 2nd leg rolls around (May 9th), although I'm not at all sure on this point. Technically, the membership year goes from June 1st to May 31st of the following calendar year, but I would think that as long as they process your information quickly, you would get early access to the online TV offering. May be worth a shot, especially if you already had plans to buy.
In any case, you can check out the full range of membership options at the official site...but I highly recommend you get yourself access to Chelsea TV. It's been a life saver this year - at the lowest points of the first team's season, Lucas Piazon, Islam Feruz, and all the rest of the probable FA Youth Cup winners kept many of us going with the promise of a better future.
So. Do it for the kids! The kids!