What should I watch next, on DVD?

It's had to say without knowing what you've already seen.  Some suggestions:

The Wire (might be considered "gritty" though)
Veronica Mars (first two seasons anyway)
Carnivale
Damages (still ongoing)
Arrested Development

Have you seen Wonderfalls?  It was a short-lived series on Fox by Bryan Fuller, the guy who gave us Pushing Daisies.  It is a delightful 13 episode series with Lee Pace in a supporting role.

In my opinion, The Wire, while undoubtedly one of the best shows in the last decade, is about as gritty as they come.

You could look into LOST, which I know has a strong following on the boards here, and the next (and final) season is sure to have some great forum dialogue for you to partake in.

I would also suggest Numb3rs and NCIS, as two procedurals that push the traditional boundaries of the genre.  Both feature a top-notch ensemble cast, and sometimes it's nice to have a "safe" show where the good guys tend to win.  Also, NCIS is a dominant force on TV (and Numb3rs is no slouch on Fridays, either), that it's fairly "cancel-proof."

cheers!

If you can get a hold of it, I've been running through the original British version of Life on Mars, which is a real hoot. I'm probably going to finish up the second series tonight.

I don't know if you caught it when it was broadcast on Fox or not, but Terminator: The Sarah Connor Chronicles, particularly the first and last thirds of the second season, are criminally underappreciated television.

Have you watched "Monk"?

There are also a lot of great BBC series to choose from; two I've recently enjoyed are "Robin Hood" and "Primeval".

"Carnivale," as suggested above, is a great show but may fall into the "gritty" territory (language, nudity, sexual situations).

If you like the shows of David E. Kelley, I'd also recommend "Picket Fences".

I haven't seen it, and plan to catch it on DVD myself soon, but I've heard nothing but good things about 'Mad Men'.

Freaks And Geeks is a funny and sweet look at growing up in the very early 1980's. It might be good to watch with the little lady.

If you're looking for something a little more odd or mysterious, I'd recommend Twin Peaks and Lost. Twin Peaks is a bona fide classic and I think Lost is easily the best network show in more than a decade. The only problem is that you'll need some time for Lost since four seasons are out already (with the fifth season coming to DVD and Blu-ray in December and the last year starting in January).

Other current shows that are excellent are Mad Men and the very dark Breaking Bad.

The Wire is a masterpiece but, as has been said, it's about as gritty as it gets.

Breaking Bad is my newly-discovered series on DVD.

"Dead Like Me" is a quirky dark comedy.
Two seasons and a Direct to DVD movie.

I was thinking of 'Breaking Bad' but thought that would be too gritty, even more so than The Wire.  Although I'm not sure I know what "gritty" even means anymore.

'Freaks & Geeks' is a good suggestion.  Loved that series.  And if you're a Rush fan, you'll REALLY love it.

Generally, gritty refers to one (or all) of a few things:

- darker subjects such as rape and incest and torture, showing the worst sides of humanity.
- realistic portrayal of violence and other such things, including showing things that other shows only hint at or imply off screen (for example, heads exploding, limbs being blown off, et cetera).
- characters that would be typically classified as "evil," for lack of a better term (yes, I know it's subjective), are given key roles--in essence, the shows focus on seldom-touched subjects, and use non-typical characters and situations to do it.
- gritty shows basically do hold back.  If there is something the creator wants to show, for whatever reason, it will be shown.  If there is a topic, no matter how taboo, the creator wants to focus on, it will be shown.

To that end, The Wire is about as gritty as they come, with entire seasons filled with things like full frontal male nudity (still taboo it seems, even in movies), ample sex and violence, dirty cops, drugs and corruption, and anything else you can think of.  Also, most of these subjects include extremely under-age characters.  In effect, the show tries to show the truth and reality that other cop dramas only hint at.  It's an amazing show, but certainly not the faint of heart.

Battlestar Galactica is also another gritty and dark show that is simply excellent.  However, it isn't as over-the-top as The Wire, though it is every bit as entertaining, albeit in different ways.  If you are looking for a show that combines military action with science fiction (not your daddy's Star Trek or Star Wars, mind you), and explores topics such as terrorism, religion, politics, the human condition and our place in the universe, then BSG is about as good as it gets.

If you just want a show that you can "chill out" to, while still being entertained for an hour or two, then I stand by my suggestions of NCIS and Numb3rs.  Also, you may want to check out Chuck, or consider a 30-minute comedy, in which case How I Met Your Mother and The Big Bang Theory are two great choices (more seasons of the former, however).

cheers!

 My wife is also someone who doesn't like anything too "gritty."  If you haven't watched these, I highly recommend:

West Wing
Everwood
Monk
The Closer (is that out on DVD?)

We are also working our way through the British "Jeeves and Wooster" with Hugh Laurie.  However, although I love Laurie's comedy, I have fallen asleep midway through every episode so far.

Another vote for Dead Like Me.  The language is very salty (as are the Peanut Poppies), but it's a lot of fun.  From the Wonderfalls guy, so it may not be for you, though his influence ended early.  I only saw one episode of Wonderfalls and didn't care for it, so I can't judge how they are compared to one another.

I'd suggest Stargate, but that's a massive amount of show.  15 total seasons and no way to catch up before the new show premieres.  I'd still suggest it for the future, but probably not for your current purposes.

I'd suggest Chuck, but I know you already watch that.

Edit: I remember you posting in my Stargate thread, and so I remember you've already caught that particular bug. 

After watching the marvelous Freaks and Geeks, you should watch Undeclared.

How about Due South?  Great show, though the US released DVD's are kind of crappy, but cheap.  The Canadian release may be better quality (not sure).

The Canadian release is better quality.  I own the Canadian produced versions of Season 1 and 2.  They are more expensive, but much better than the US produced versions. 

I just finished S1 of Mad Men, and I'd definitely recommend that.

My friends have been recommending that I watch True Blood, so I think that's going to be my next show to watch on DVD!