As for new series, no more singles for me.  I'll rent or stream, and if I really like the series, I'll buy the sets.

I've always been a big fan of the season sets.  I would much rather buy it all at once.  Recently I'll find myself watching something online like Hulu or other such sites and then wait for the box to come out before buying it.  I just dont have any desire to buy 1 disk per month anymore on a series.  Blood was an intresting turn when they started with a box, but for only half the series, would have been som much better if it was all up front.  Make singles avaliable, but boxs too.

I'm a big boxset "whore." I love the value of getting lots of episode for a relatively low price. I even occasionally buy tv series unseen, if the price is right. But usually, I netflix or online stream a few episodes first.

More than a full year after the initial post, I thought I'd tackle a response. 

I started to heavily collect anime at the beginning of the great change-over, at the tail-end of individual/single DVDs releases that you had to collate in order to create a box set with the art box.  Although the LE (limited edition) releases on some titles were very attractive, I found them to be too expensive.  I found myself waiting for a boxed set release in order to 'test' out an anime (now I stream them to get a feel). 

I found it somewhat of a relief to only see boxed sets being released lately... even when a series is divided into 'collection 1' and 'collection 2', it still seems a bit steep at times.  I often find myself seeing which online store (usually Amazon.com or Buy.com) has the cheapest price, often half the price of the SRP, which is a huge saver.  I refuse to buy Blu-ray that have been released with only a few episodes.  A complete set usually will surface eventually for much cheaper.

Now, in retrospect, I rather miss some of the excitement of collecting individual DVDs... the special swag or wares that came with the release, maybe that's why I'm excited about the Bandai LE exclusive Gurren Lagann releases from their website, or the recent NIS America LE 'volume 1' and 'volume 2' releases... granted, they're not individual releases, but there are special items to collect, and I find myself not minding almost paying full price to obain these prized sets in cool packaging. 

I've heard of collector's talking about shelf space too... after falling in love with an anime, I have often found myself selling the boxed set and going back and collecting the individual DVD releases and the cool artboxes, no matter the size or expense.  I suppose it just depends on how much you enjoy the anime in order to see how far you'll go to collect the different stages of the release or how much you'll spend.  I'm a completist a times... so I get a little collecting happy.