Lost is fantastic...try maybe watching the whole first season at once? Although if the first episode totally bored you, maybe it's not for you.
2nd season of Grey's Anatomy is also entertaining in that soap opera way.
Umm...I'm not really sure what else is good on DVD.
BTW, if you're not on one of those all you can rent plans (like netflix, etc) and you're actually paying each time you rent, renting those TV shows is hella expensive since you're borrowing like one disc at a time.
If you're on netflix or a similar type plan I guess that doesn't apply to you though, but if you're renting them one disc at a time and paying for each disc you rent, it's probably cheaper to actually go and buy the box set when it's on sale.