2018 brings your BEST YET opportunity to own Sonic Underground! With this 2-Box set, you can collect every episode of the series on the super long DVDs.
It seems like every other release was drawn out over so many disks, it was difficult to buy them all. DHX Media finally solves the problem by just compiling everything onto the two you see here onto 6 DVDs. The cover art is pretty standard, leaving Sonia off of everything to focus on fat UG Sonic (notice his inconsistent finger numbers). Also notice there's "Blue Arms Mistake" Sonic on the spine too (how does this keep getting past people!)
Note: There are NO subtitles (which is odd in this age)

The disks feature a "Music Videos" player (that skips to just the songs so you can hear them all in one go) & it also has an interview & some story board content as well, so there ARE bonuses. These are very reasonably priced, you can get both for about $7 or so dollars on Amazon in the SonicGear Store. If you want to collect this show, this is your best & cheapest opportunity to pick it up with extras. (Even if you don't care/don't like Underground, owning everything Sonic-animated is still an ok thing to do for posterity, and the low price makes it especially easy) 

Sonic Underground: Volume 1 and Sonic Underground Volume 2 Collector's Edition