I suppose reading the books (and be like many of us and frustrated with how long we've waited for the next book) would be the cheapest option (used books are VERY cheap...) Next would be just buying the season on BluRay when it comes out each year and suffering through the spoilers that appear on Facebook. (Or save more time and money and don't use Facebook.)
Well, I read the books years ago already. I read the original novel in 2000 - about 4 years after it came out.
I did buy the first season on DVD. I hated having to wait months and months just to get the DVDs for shows that aired on channels I did not have.
I don’t do Facebook so there would be no spoilers that way (and I already read the books so...).