There are several series that I have all of on DVD, namely:
Hardcastle and McCormick
Star Trek: Voyager (my favorite of all the Treks)
The Waltons [my mother watches this, though]
What’s Happening!!
What series do you have all of on DVD?
Doctor Who (new series)
Coupling
Action
Arrested Development
The IT Crowd
Prison Break
Six Feet Under
The Wire
Friends
Extras
The Office (UK, of course)
Gilligan’s Island
Buffy
Angel
Firefly
X-files($40 for all nine seasons)
Veronica Mars
Supernatural(still airing)
Star Trek (the real one)
Fawlty Towers
Monty Python (BBC Series, plus the movies)
Big Bang Theory (so far)
Sex and the City (my wife’s)
First 3 seasons of the Muppet show - all that are available
First 2 seasons of Green Acres
The Starlost ( a Canadian series so bad that Harlan Ellison appears in the credits as “Cordwainer Bird”)
The Saint (the real series)
Black Adder
All the Disney tin sets containing his historical animation
All the Looney Tunes Golden Collections - by my estimate, half the total LT/MM output.
Adventures of Tintin D1-10
Firefly
Partial:
Fraggle Rock S1, S2
Absolutely Fabulous S1-3
Family Guy S1-6
To be fair, some of them, especially more hard-to-find, are burned copies made from rentals.
Curb Your Enthusiasm
Mr. Show
Daria
Tenacious D
Treme
Joe Schmo Show (don’t laugh, it was great!)
A whole bunch, but the perhaps lesser known nerdier ones include:
The Fall and Rise of Reginald Perrin
Robin of Sherwood
Terrahawks
Dinosaurs
Fraggle Rock
Bottom
A Bit of Fry and Laurie
Animaniacs
Tiny Toons
The Dick Van Dyke Show
Fawlty Towers
Soap
Cowboy Bebop
One or two other short ones.
Just one.
King Fu with David Carridine. I wasa fan when it was on the air and got all three seasons as gifts from my kids as they came out.
Buffy the Vampire Slayer
Angel
Firefly
Veronica Mars
and a few Japanese animated programs. The only one I can see without getting up from my desk is called
Brigadoon
This stuff is pretty old but I don’t buy DVDs anymore.
Firefly
The Sopranos
Band of Brothers
Farscape
Sons of Anarchy*
Justified*
Breaking Bad*
*Series of still running; I have what’s available so far.
ETA: Cowboy Bebop!
Numb3rs
I’m not laughing - that’s an out-of-print set that’s hard to find. I have Joe Schmo Show 2, which isn’t nearly as good.
Arrested Development
Battlestar Galactica
Dead Like Me
Firefly (bluray)
Futurama
Veronica Mars
Wonderfalls
Band of Brothers (bluray)
Not complete:
How I Met Your Mother
It’s Always Sunny
The Office
Arrested Development (so far – new eps are coming out next year I think)
Angel
Buffy the Vampire Slayer
Clerks: The Animated Series
Firefly
From the Earth to the Moon
Jeeves & Wooster
LOST (Blu-Ray)
The O.C.
Spider-Man (1968 cartoon)
Sports Night
Veronica Mars
Wonderfalls
I also have Star Trek and Star Trek: TAS on VHS (!!), and I do have a VCR hooked up so I could watch them if I wanted. Except for one episode of TOS which the VCR ate.
–Cliffy
DuckTales
Complete series:
24
The Addams Family
Adventures of Superman
Barney Miller
Ken Burns’ Baseball (original 9 innings, haven’t added the 10th inning yet)
Battlestar Galactica (new)
The Critic
Firefly
The Larry Sanders Show
Police Squad!
Quantum Leap
Remington Steele
The Richard Pryor Show
Seinfeld
Soap
The Sopranos
Star Trek (TOS)
Star Trek (TAS)
Taxi
The Wild Wild West
The X-Files
Others I haven’t gotten around to completing my collection of (Rockford Files and the remaining Star Treks most surprisingly). Still ohers that I have all the DVDs of that have been released, but which that does not include the entire series. Shakes fist at King of the Hill and Foster’s Home for Imaginary Friends, especially.
Actually, compiling that spurred me to go ahead and order season 6 of Rockford, so go ahead and consider that moved up to the list. 
Angel
The Wire
Newsradio
Mr. Show
Kids in the Hall
Band of Brothers
My Name Is Earl
All of the currently released Simpsons (up to season 23)
To be specific, 1-14 and 20 on DVD, 21-23 digitally from iTunes.