Hey Graxer.
If I were you, I'd wait until there's a bunch of stuff you want to order to save on shipping. Perhaps browse the
store to see if there's some cool merchandise that you'd like. I understand that'd mean spending more money (obviously!), but some of the stuff in there is definitely worth it. I'd recommend some of the art prints or soundtracks. Or if you have patience, you could wait to see if Telltale ever do another free shipping promotion like they've done in the past.
In reference to your suggestion, most of the stuff on the season one DVD is already available online. I should point you towards
this link where you can listen to all the commentaries on the DVD, and then over
here for the machinimas. Concept art can be found throughout
this page.
I do still recommend getting the actual DVD. It's always nice to have a physical copy of your media, and especially so in this case for the Steve Purcell front cover art.
Hope I helped.