I found that collecting all of DS9 was quite the ordeal myself... even though I bought it in a single order off Amazon UK.
I had ordered some movies from them about two months before, including some of the Trek movies, and that was my first time ever buying anything off the internet (summer 04). One day they sent me an email titled "Cheap Space Nine" to inform me that they were selling all of DS9 for 48% off. I don't know why it was 48% as opposed to 50%. It was still a lot of money because that was back when Paramount was fleecing us fans for all we were worth and charging around €120 for a season set. It seemed like an amazing opportunity at the time because I hadn't seen the show in years, although nowadays you can get a season for €20.
So I bit the bullet and ordered every season along with a few books I couldn't find in stores, and I told Amazon to send it all as one package to save me on shipping. So I waited.
And waited.
Eventually Amazon decided that I had been left waiting for too long so they decided to dispatch each order as it was made available, so they dispatched season 4, six hours later they dispatched seasons 2 & 3, and two hours later they dispatched the rest. The incompetence of that astounded me. So a few days later seasons 2, 3 & 4 arrived at my door and I stroked my new preciouses for about an hour until my arm got tired, but I chose to wait for season 1 before watching them so that I could watch the show in order for the first time. So I waited.
And waited.
Two weeks passed, and in the mean time I inspected all the discs and noticed that season 4 disc 4 had a chunk about to fall off the disc itself. So I contacted Amazon to inform them of the defect and to find out where my other DVDs had gotten to. They dispatched a new season 4 set and told me to wait another week before they'd re-dispatch seasons 1, 5, 6 & 7 along with all my books. So I waited.
For about a week. Not only did my second season 4 arrive on the same day as seasons 1, 5, 6 & 7, but the original dispatch of seasons 1, 5, 6 & 7 arrived on the same day as well! And many of the DVD cases were cracked in all three dispatches. So I mixed and matched until I had a complete set that wasn't all cracked and broken and sent all the extra stuff back. The hinge on the season 5 set broke about a week later.
Damn, that story was very boring.
Ah well, I've typed it all up, may as well post it.
For whatever reason, I was collecting them in random order (I started with season six). I got seasons one and two today, completing my DS9 library. I have all of TOS as well, nearly all of TNG, half of Voyager, seasons three and four of ENT, and all 11 movies. Hope to collect all of Trek someday. 
)
