I've been looking on eBay. They've got a few good prices on the individual seasons, but I'd prefer getting all of them together...as it tends to be cheaper that way (most of the time).

My girlfriend bought me the first 5 seasons of The Sopranos off eBay for around $75 or $80 bucks. The only downside to that was the fact that they didn't come in the original packaging. They do come in boxes that are modeled after the ones you see in the store, but they kind of open like a book, and the discs are in little slip cases. But the discs were all there, they were (I'm assuming) the REAL DVDs, and they worked perfectly, so I have no complaints.

I'll be sure to check The Shield out, Irish, even if I have to rent the seasons.

But as highly as you recommend The Shield...I give you that same recommendation for House. I'm almost positive you won't be disappointed.