I hear you. Target has Season I for 19.95 a few weeks back.
Only problem--they didn't have any....
Season 4 is $39.99 in case anyone wonders.
I usually use Target's ad {or any other store's ad} at either Best Buy or Circuit City and see if they will price match the item. Circuit City will give you the difference plus 10%. Most of the time, they will match the price.