imho,
tv shows like lost, 24 and anything else that has a detailed plot that to understand you have to watch it every week are better enjoyed on DVD when you don't have to worry about "OMG? WHAT HAPPENED I DON'T KNOW!?!?!" if you miss an episode.
(yes, i am one of those people that HAS to read/watch a series in order)
second. when it comes to shows that are billed as "smart" "edgy" and "diffrent" and they end up with a huge fanbase of everyone and their mother, i tend to be wary, simply because i highly doubt its quite as "smart, edgy or diffrent" as they network wants you to belive. some of this is depentent on the network too. FOX can actually pull the S,E and D with a large fanbase (House, Fringe) on a halfway relible basis, CBS has done it a couple times, NBC rare. ABC has probably the biggest pile of "yeah, no... nice try though...", their good stuff gets killed pretty quick and this stuff stays on FOREVER.