I miss the nice, big fold-out ones sets from the early TV on DVD days. But now with all the slim-sets that are basically normal plastic clam-shell cases with ultra slim "DVD pages" inside, I don't think it's worth it to buy full price. The production of the set (not necessarily the DVD transfers/quality of the shows) isn't worth $40 or $50 anymore. Those new Buffy slim-sets that are out now, the clam-shell cases that Wal-Mart has, are worth $15 because it's just a printed piece of paper and DVDs--nothing really collectible about it. I have all the first releases of 24, those big fold out sets with cast photos printed on them that look really nice. I spent around $45 on each of those (they released them like that for seasons 1-4 before they went to the slim-sets) and it was worth it IMO.
I do like the new slim-sets though (I bought the X Files double, 1 & 2, for $20). Plus it's good for people who have some interest in Buffy, Angel, X Files, etc, that have always wondered about the show but never watched it. It's a lot easier to justify spending $15 on a show you're not familiar with, than spending $35. And anyway, Wal Mart seems to be the only place selling them for that low--I saw them at Best Buy for around $35.
Plus, if you mess up a disc, crack one, scratch one, lose one, you can go get a new copy for rather cheap.