I buy the box sets of my absolute favorite shows as the seasons come out on DVD. I do it because I don't have any of the channels my favorite shows are on and I refuse to watch it on some shady free site, and also I want to give my money to the show so they'll keep making more seasons!
I'll buy an entire series of shows I love. I own Friends, Gilmore Girls, Monk, Daria, I Love Lucy, and Dawson's Creek. I have a few seasons of South Park, Bewitched, and I Dream of Jeannie. Yes, I am a woman with vast interests :p
Some of them I do. I bought the Sopranos, Oz, Six Feet Under, and Dream On. And of course, Star Trek. There's some quirky ones I picked up too, like Duckman (probably one of the best cartoons evarrr). I'll probably buy Dexter and True Blood at some point as well.