When I professed my nearly psychotic fascination with HBO series shows like Oz or The Sopranos, many people wrote in to suggest that Band of Brothers was not to be missed. It's out on DVD now, I honestly don't know when it came out, but I hope it was recent or else I'm telling you something you already know. The Boxed Set is a very nice little production, though almost overwhelming in expense when purchased at retail - renting each of the five DVDs or queueing them up on Netflix or whatever is probably the more sensible approach. I've only just seen the first one, and it left me so satisfied I wanted to take a nap.
Also just out - and I know this is recent, because I've been waiting for it on the edge of my seat - are the first two seasons on The Twilight Zone on DVD. I've been hesitant to try and complete a collection of Twilight Zone shows because it those individual discs were so expensive. Not that these collections aren't, but if you're completely crazy about TZ it is at least conceivable.
(CW)TB