I don't buy many... they tend to not get watched over and over. I find buying DVDs a poor investment. There aren't many films and TV shows good enough to withstand watching more than a couple of times. I tend to buy stuff that I can get enjoyment from the performances after the lines are old and worn.
• Seinfeld boxed set, first seven seasons... I think.
• Twin Peaks, of course.
• Six Feet Under, first couple of seasons
• Frasier, seasons 1-4
• Cheers, seasons 1&2
• Simpsons, series 2-5
I would like the Sopranos box set and although I've never seen The Wire, it sounds like my kinda thing along with Battlestar Galactica.
Another boxed set I would snap up in an instant, if it ever existed, is the complete Larry Sanders Show.