I own all the seasons on DVD and season 2 remains my favorite, this being in my opinion the best episode in the history of the Shield. The ending is just so moving with the musical montage of everybody and then all this money lying on a table with the whole strike team staring at it. I got chills, and was really excited for Vic and the boys.
In the 3rd season Lem burns it all. That pissed me off.