I bought mine Saturday at Best Buy. I just finished watching them, I haven't seen the second season since it first aired. Amazing how much more I was able to pick up from it this time, its been so long.
I rented the 2nd series last week from Blockbuster. Wife & I finished it in 3 nights, and we've got withdrawal symptoms for the 3rd year already. Just riveting. Favorite episode was where Janice Soprano gets revenge for getting hit by fiance, Aprile. Stunning.
I bought it the Saturday after Thanksgiving when Best Buy had a 10% off sale on all boxed sets. I love the show, but don't have HBO. And if I got HBO now I'd step into the 4th season without having seen the 3rd. So I'll stick to the DVDs.