We've watched them all as boxed sets. The 'Final Season' arrived 3 weeks ago, which we are dying to see, but its arrival coincided with the video machine packing up! which is now being repaired (I hope).
When series 1 came my wife asked me what it was about, I told her to the best of my then knowledge, and she said "Well just don't expect me to watch it." However she became rapidly converted. It is extraordinary, and contains great acting and photography apart from the bizarre plot.