I have bought all six seasons separately from Best Buy. They are the only store to sell the "Exclusive Bonus Content" boxes for each season. The bonus is simply an extra 30-minute interview per season. Many of the episodes have their own commentaries by members of the cast and crew. The later seasons have more than the earlier ones. However, I don't know if they made additional interviews just for Best Buy or used some leftover stuff. I've seen too many to notice or care, but I always appreciate seeing each one and have not failed to watch any (maybe I'll skip the Ulysses bonus content though :). I've heard the ending is slightly different on the director's cut final episode available separately. If you have to have it all, go to Best Buy and get your discs there. They are priced at about $55 a pop, so you'll end up spending about the same.
It would sure be nice to get them all in a single box, book-style packaging like they did with a very-limited edition Buffy in the UK, but I would be kicking myself for not being able to wait if they did. It's taken over two years to eventually release them all.
The quality of packaging for each season is outstanding, to put it mildly. The seasons are fold-out over-and-over style, which is no problem if your DVD is next to the floor, as mine is, but you sure can't hold it while folding it all out. In the second half of the series, they went to putting two DVD's per fold-out page, instead of one disc per page like the earlier seasons. The small inconvenience is pulling out the front disc to get to the back one. You'll notice the later season's are slightly slimmer for this reason, but when you are up to nine or ten discs including the bonus CDs, they must have felt a need to do something.
As a guy, I must say that I like all the fine-looking ladies who grace the beautiful cast of this series (Aphrodite, Gabby, Xena, Callisto, Discord, Mavigan, Tara, the Furies, Valhalla chicks, etc.). Of course, the appeal of this series is the friendship of Xena and Gabby. I could have done without so much Joxer, who was the non-threatening, non-sexual comic relief featured in a few too many episodes. I'm not seeing as much Ares as I expected. The Gods spent a good deal of their time on the Hercules set, so I'll have to eventually get that series too. I wouldn't mind watching both together in broadcast order, since the gods often went back and forth between the shows. Too bad that Cupcake (not a god) never crossed over to the Xenaverse (bet you never saw a review mention that :).
I started watching it after flippin' channels and seeing Discord for the first time. Wonderfully, she pales in comparison to the quality of the series. There are very few episode(s) that are not excellent. The costumes are fantastic, the music is the best I've heard on a TV show, the locations are beautiful, the storytelling is always rich, and the casting and acting are what kept me coming back every week, and like every night in syndication. You need the DVDs. It's very nice to watch it on demand, without commercials, with a superior quality picture (when viewed in progressive scan 480p or better) and the knowledge that nothing's been cut. You should enjoy the whole thing, every season.
Maybe someday they will release a widescreen version. Starting with Xena Season 3, episode 3 (since the first two eps of season 3 were shot during the tail end of season 2 and held over), Xena was filmed in 16:9 widescreen. All editing and effects were added to the widescreen version prior to chopping it down to 4:3 for broadcast in the US and elsewhere. Do an Internet search and you'll find Michael Hurst's interviews on the subject.