The FMAB Complete Collection One is now available on Blu-Ray and DVD. This set contains episodes 1-33 as well as commentary for episodes 1, 10, 14, 23 & 28, textless opening songs, textless closing songs, and trailers.
Complete Collection Two is scheduled for release on July 17, and the OVA collection will be released on May 22. Two more things for the devout Fullmetal fan to wait for.
UPDATE: OVA Collection is now available!
UPDATE2: Complete Collection 2 is now available!