I'll try to help you, but nearly two months later you've probably either figured it out or given up.
Anyway, here it is:
Season 1 Part 1 Season 1 Part 2 (Note that Season 1 was released on separate DVD volumes, but can be purchased in the two sets above) Season 2 Part 1 Season 2 Part 2 Season 3 Volumes 1-7 Season 4 Season 5: Ninja Tribunal Season 6: Fast Forward - Future Shellshock Season 6: Fast Forward - The Day of Awakening (Note that Season 5 was the "Lost Season")
These are the ones that have been released on DVD. There was a 7th "Back to the Sewers" season but as far as I know it was never released on DVD. There is also "Turtles Forever" which is a crossover between this series' Turtles and the 1987 Turtles that is on DVD, and also serves as the de facto series finale for this show.
I should also warn you that DVDs for this series are becoming extremeley difficult to find, either because stores have limited stock left, they're backordered, or they're outright out of print.
I should point out, however, that Season 2 Part 2 is virtually impossible to find right now. It's unavailable on amazon and ebay, and it says that it's backordered at Best Buy, but I had mine ordered for over a month and never got it before ultimately canceling the order, despite the website claiming it would ship in 1-2 weeks. You'd probably be better off trying to find the individual volume sets for this part of Season 2(which are Volumes 11-14). You'll have some overlap with Season 2 Part 1, but it's the only way to get all the episodes from Season 2.
Also impossible to find at this point is Season 3 Volume 6, "Turtles Against H.A.T.E.".
And one more thing...the Season 4 set is incomplete, containing only 14 of the 26 episodes of Season 4. I couldn't tell you why that is, or why DVDs for this series is so darned difficult to obtain (outside of the Nickelodeon buyout). Basically all I can tell you is get all the ones you can between ebay and amazon, and then try to find the remaining episodes on youtube or elsewhere.
I had my pre-order for Season 2 part 2 pre-ordered from amazon a month before its release date. Had no idea they would discontinue these sets. I was just curious to see how much amazon would buy mine back on trade in and they are offering $30 for this set. Not that Id ever sell it. This show is great. Such a shame about season 3.
Yeah I don't know if Nickelodeon will never re-release this series. You have to assume at one point they will since they don't own the rights to the '87 series. But since they're planning a film and a new series next year, they probably don't have any real desire to push the 2003 series at any point in the near future.
On a side note, I got a notice from half.com that Season 2 Part 2 was available...for $102.32! That's definitely overpriced but since it's the only one you can find available, I guess they can charge what they want.
I know this is kind of late but thanks for this post, I'm now at the end of Season 9 of the original and I never really cared much for the 2003 series at the time. Now that I'm watching the shows and getting more into the turtles again I have a feeling about it and really want to watch it. As of now I'm trying to get this series to continue watching the Turtles! (Having a hard time though :P)
Also if this gets looked at or replied to, was Turtles Forever the only movie of sorts released?