Hi Tuco.
A couple of options:
a) hope that they bring out R1 soon
b) get a mixed region player, or a PC player (since they are patchable even more easily) and get R2 (or other) discs. The whole of S2 and S3 are out, and S4 starts (four eps per DVD) in a couple of weeks
c) there is some website that has episodes downloadable.
BTW, you are lucky in one respect, the R2 DVDs for S1 only cover COTG , eps 19-21 (i.e. TBFTGOG, Politics and WTSG), plus bonus episodes Thors Hammer and Hathor at the end of S2.