My husband is hooked on the Sopranos, which I do not enjoy, so when he tried to tempt me into the Shield, I balked. After listening from the other room as he watched, I was drawn closer and closer, and I am now a confirmed Shield addict.
A couple of comments about the series: a story about corrupt cops naturally tends to be dark. However, Vic Mackey and his band of detectives are not totally corrupt and are not without any redeeming qualitities. Consequently, the characters are engaging and sometimes charming, and the show has moments of real humor to it. The show is absolutely not for kids: there is a very violent theme underlying the daily activities of the officers (both on and off duty) and a great deal of implied violence, but there is little of the overt, graphic, on-scene violence or torture that I sat through in the Sopranos... I have yet to have to leave the room during an episode of the Shield because of some bloody murder or another. Nonetheless, some plots are very disturbing (for example, one deals with the retaliation rape of a young girl: the assault is not shown, but the effect of the attack is readily apparent). The plots are well developed and generally do not lose their thread mid-episode or mid-season (in contrast, what happened to the Russians in the Sporanos??), however, some of the Shield characters go through some changes that are difficult to follow. (If you want to know who, you'll have to watch for yourself.)
As to the DVDs themselves: there are few extra features on the discs, but the show is sufficiently compelling that we didn't need much more. There is cast commentary which adds a little, but not much. The disks have been compatible with every DVD player we've used them on (at least 4 different models), and have stood up well to normal use and abuse.