You can buy entire seasons, or various collections of episodes!
This page is mainly about DVDs and Blu Rays for North America. If you are outside of North America, please be careful about region concerns before purchasing.
By the way, it's been pointed out that these "region 1" DVD releases are also coded for regions 2, 3, and 4. While it's true that the region codes on the disks do show 1 - 4, the disks also have RCE protection, which could very well prevent the disks from playing on DVD players set to regions 2 - 4. So if you are not in region 1, buy these at your own risk!
Selected "Best of" Episodes from Individual Seasons