The first season is on DVD already. I bought it the day it came out and it's one of the most attractive sets I've ever seen (which goes along with how I feel about the show).

ps-I'm not certain about the Lynch comparison. I've only seen Mullholland Dr, and Carnivàle is far easier to understand than what I've seen and heard of Lynch's stuff. But it still requires a lot of patience, especially the first season, so maybe that's what they meant *edit* oh yeah, and the guy who plays Samson is a favorite of Lynch *edit*

(just a side note: the far-off muted trumpet sound that they play during tense moments is one of the scariest musical touches I've seen in a while)