I really like Cobra, it's one of my favourite shows. Are you watching it in English, as a matter of curiosity? I just ask as I wasn't aware of there being an English-equipped BD out there.
If you're enjoying the series though, and you like Dezaki (as I rather suspect you do), I'd highly recommend checking out the film at some stage. It adapts the same Royal Sisters arc that makes up the first part of the tv version, but it has quite a different take on the material, pushing away from the 'Lupin in space' setup into something more psychedelic and dream-like. I say this so much it's practically a mantra, but I think it's also one of the best examples of what Dezaki was capable of doing as a director, when given the right material and sufficient resources to properly indulge his distinctive style.