I've got season 1 on DVD because Walmart had it on sale over the Holidays
Season 2 is still $33 at Walmart, but $45 at Best Buy.
Season 3 should be available on DVD & BD shortly after they premier Season 4 on HBO (Premier night is April 6th, 2014)
BTW, on the other HBO series "Boardwalk Empire" the upcoming 5th season
(Which should start to air in Late September 2014) will be the final season
for the series.
Game of Thrones is contracted through to at least the end of Season 6