Is it better to buy Season1+2 box set, or individual seasons

I've heard some mixed reviews, where the individual seasons 1 and 2 are widescreen, but both are full screen on the box set. And that the box set is missing some things that the individual seasons have. Anyone have some definitive information on the subject? I asked for the box set for my BDay because the cost was good (29.99, vs 35 for each season), but I don't want to miss out on anything... I really want whatever it widescreen...