I love the show, but I watched most of the first season on DVD, and then the second on TV, and I have to say... I think I may not bother on TV and just wait for the seasons on DVD. The problem is that the show depends very much on continuity, so if you miss an episode or two, you can get really lost. It's a pain to schedule your life around a tv show, and even if you record it, getting around to watching it can be a pain too. So, yeah.
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It is a really awesome show, though.