I would very much like this too. I have only seen a few episodes during "freeview" weekends of Showtime, but I have always been a huge fan. It almost seems that his show is the only Showtime series not realized on DVD yet.
I picked up an acadamy screener of 3 (or was it 4) episodes as a blind buy and was HOOKED! I was very sad when I reached the end of that disc because I dont have Showtime. I NEED this on dvd! VERY funny and... um... I dunno... how about charming? A wonderful suprise from a blind buy for me! VERY Recommended!