Oh, KKM, you are my guilty pleasure. And both season sets are actually sitting on my desk as I type I had initially avoided this series because I heard about all the shonen-ai aspects, but when I sat down and watched it, I realized, thankfully, that they were just played for laughs. The humor can be a bit ridiculous at times (and some one-shot episode plots just make you groan), but the characters really make it fun.
Conrad is my favorite character by a long-shot, and his brotherly relationship with Yuri is really endearing--and fun when contrasted with the relationship Yuri has with his actual brother I was caught on a cliffhanger between season 1 and season 2 the first time I watched the series, and that was killer considering[xspoiler=Pretty big spoiler]that's the climax of the Conrad's Betrayal arc.[/xspoiler]I still want to see season 3 (and the OVAs) licensed because the third season takes something of a darker turn with the introduction of a new character with a fixation on Yuri. On the whole, it's probably my favorite season of the series, though some individual episodes in the earlier series rank above individuals in season 3.